-50.4%
MP vs SGI
-7.7%
-42.7%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -2.8% | -3.3% | -5.1% |
| 7D | -19.0% | +5.3% | -24.3% | -20.6% |
| 30D | -30.5% | +8.2% | -38.7% | -32.6% |
| 3M | -29.6% | -2.2% | -27.4% | -29.3% |
| 6M | -50.4% | -8.4% | -42.0% | -49.1% |
| All | -50.4% | -7.7% | -42.7% | -49.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling