-86.8%
MSTU vs SGI
+33.9%
-120.7%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -0.4% | -8.2% | -8.2% |
| 7D | +16.1% | +9.3% | +6.9% | +6.6% |
| 30D | +68.7% | +6.9% | +61.8% | +58.1% |
| 3M | -11.0% | +2.8% | -13.8% | -17.0% |
| 6M | -33.4% | -12.6% | -20.8% | -25.0% |
| YTD | -59.5% | -21.5% | -38.0% | -49.7% |
| 1Y | -93.4% | -18.8% | -74.6% | -92.5% |
| All | -86.8% | +33.9% | -120.7% | -93.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling