-3.5%
MSFU vs SGI
-10.7%
+7.2%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.5% | +6.8% | +6.6% | +13.1% |
| 7D | +8.2% | +12.1% | -3.9% | +7.7% |
| 30D | +10.2% | +12.1% | -1.9% | +9.6% |
| 3M | +22.9% | +0.4% | +22.5% | +22.4% |
| 6M | +63.2% | -4.0% | +67.2% | +61.9% |
| YTD | +11.7% | -21.2% | +33.0% | +10.4% |
| 1Y | -3.5% | -12.1% | +8.6% | -4.8% |
| All | -3.5% | -10.7% | +7.2% | -4.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling