-93.6%
MSTU vs SGI
-18.4%
-75.2%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.9% | -3.5% | -4.4% |
| 7D | +12.9% | +0.6% | +12.3% | +13.0% |
| 30D | +68.3% | +5.5% | +62.8% | +64.4% |
| 3M | +0.4% | -3.6% | +4.0% | +1.0% |
| 6M | -41.5% | -15.0% | -26.5% | -39.2% |
| YTD | -61.7% | -23.0% | -38.7% | -58.6% |
| All | -93.6% | -18.4% | -75.2% | -91.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling