-6.1%
MP vs SGI
+48.6%
-54.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.2% | +5.1% | +4.0% |
| 7D | -3.6% | -3.9% | +0.3% | -2.3% |
| 30D | -21.0% | +0.9% | -21.9% | -22.0% |
| 3M | -33.3% | -2.9% | -30.4% | -33.0% |
| 6M | -45.9% | -9.0% | -37.0% | -44.6% |
| YTD | -27.8% | -29.2% | +1.3% | -17.2% |
| 1Y | -43.2% | -32.3% | -10.9% | -33.4% |
| 3Y | +144.0% | +72.4% | +71.6% | +60.6% |
| 5Y | -6.1% | +50.6% | -56.7% | -37.2% |
| All | -6.1% | +48.6% | -54.7% | -37.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded SGI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling