+99.3%
MSI vs SGI
+61.8%
+37.5%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.6% | -1.0% |
| 7D | -5.8% | +9.3% | -15.0% | -7.4% |
| 30D | -1.0% | +6.9% | -7.9% | -2.3% |
| 3M | +14.2% | +2.8% | +11.3% | +12.9% |
| 6M | +1.0% | -12.6% | +13.6% | +2.7% |
| YTD | +21.5% | -21.5% | +43.0% | +25.7% |
| 1Y | -2.1% | -18.8% | +16.6% | +0.2% |
| 3Y | +69.3% | +60.8% | +8.5% | +44.5% |
| 5Y | +99.3% | +60.0% | +39.3% | +63.8% |
| All | +99.3% | +61.8% | +37.5% | +63.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling