+596.9%
MSI vs SGI
+263.3%
+333.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.2% | -0.3% |
| 7D | -4.0% | +0.6% | -4.6% | -4.1% |
| 30D | -0.5% | +5.5% | -6.0% | -1.5% |
| 3M | +11.4% | -3.6% | +15.0% | +11.6% |
| 6M | +1.0% | -15.0% | +16.0% | +2.9% |
| YTD | +20.7% | -23.0% | +43.7% | +24.8% |
| 1Y | -2.7% | -18.4% | +15.7% | -0.7% |
| 3Y | +68.2% | +57.8% | +10.4% | +49.1% |
| 5Y | +100.0% | +51.5% | +48.5% | +72.7% |
| 10Y | +596.9% | +275.2% | +321.7% | +363.7% |
| All | +596.9% | +263.3% | +333.6% | +363.7% |
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