-88.0%
MSTU vs SGI
+28.5%
-116.4%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.0% | +2.6% | +2.6% |
| 7D | -16.6% | -4.5% | -12.1% | -12.5% |
| 30D | +69.7% | +4.2% | +65.5% | +63.5% |
| 3M | -7.5% | -7.4% | 0.0% | -2.4% |
| 6M | -43.1% | -15.1% | -28.1% | -34.1% |
| YTD | -63.0% | -24.7% | -38.3% | -52.1% |
| 1Y | -93.8% | -21.8% | -72.0% | -92.7% |
| All | -88.0% | +28.5% | -116.4% | -93.3% |
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