+663.4%
MSI vs SGI
+319.5%
+343.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | -0.1% | +0.1% |
| 7D | +3.2% | -5.3% | +8.6% | +4.2% |
| 30D | +17.6% | -2.1% | +19.7% | +17.8% |
| 3M | +14.5% | -8.2% | +22.7% | +15.8% |
| 6M | +34.3% | -4.6% | +38.8% | +34.1% |
| YTD | +39.7% | -31.5% | +71.2% | +47.3% |
| 1Y | +40.2% | -30.8% | +71.0% | +47.4% |
| 3Y | +77.1% | +67.2% | +9.9% | +54.2% |
| 5Y | +124.0% | +42.5% | +81.5% | +94.2% |
| All | +663.4% | +319.5% | +343.9% | +413.4% |
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