+95.0%
MSFU vs SGI
+162.8%
-67.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -5.3% | +0.9% | -3.0% |
| 7D | +4.0% | -3.9% | +8.0% | +5.4% |
| 30D | -2.3% | +0.9% | -3.3% | -2.6% |
| 3M | +7.1% | -2.9% | +10.0% | +7.9% |
| 6M | +48.9% | -9.0% | +57.9% | +50.9% |
| YTD | +2.4% | -29.2% | +31.6% | +10.2% |
| 1Y | -8.1% | -32.3% | +24.2% | +0.2% |
| 3Y | +25.2% | +72.4% | -47.2% | -2.5% |
| All | +95.0% | +162.8% | -67.8% | +18.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling