+22.2%
MSFU vs SGI
+67.2%
-45.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.1% | +0.3% |
| 7D | -2.8% | -5.3% | +2.6% | -1.5% |
| 30D | -5.3% | -2.1% | -3.2% | -4.8% |
| 3M | +7.2% | -8.2% | +15.4% | +9.2% |
| 6M | +51.0% | -4.6% | +55.5% | +50.7% |
| YTD | -1.2% | -31.5% | +30.2% | +5.8% |
| 1Y | -10.3% | -30.8% | +20.5% | -4.2% |
| 3Y | +22.2% | +67.2% | -45.0% | +15.8% |
| All | +22.2% | +67.2% | -45.0% | +15.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling