+671.3%
MSI vs SGI
+337.7%
+333.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +1.9% | +1.6% |
| 7D | +7.7% | -10.5% | +18.2% | +9.7% |
| 30D | +19.9% | +0.1% | +19.8% | +19.6% |
| 3M | +14.9% | -4.0% | +18.9% | +15.3% |
| 6M | +37.2% | -5.6% | +42.9% | +37.4% |
| YTD | +40.8% | -29.5% | +70.3% | +47.7% |
| 1Y | +38.1% | -31.5% | +69.6% | +45.6% |
| 3Y | +77.7% | +71.6% | +6.1% | +54.0% |
| 5Y | +129.0% | +50.5% | +78.5% | +96.7% |
| 10Y | +671.3% | +333.9% | +337.4% | +414.3% |
| All | +671.3% | +337.7% | +333.6% | +414.3% |
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