+103.9%
MTSI vs SGI
-17.2%
+121.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.5% | +3.0% | +3.3% |
| 7D | +1.4% | +8.5% | -7.2% | -0.7% |
| 30D | +2.1% | +0.7% | +1.4% | +1.7% |
| 3M | -29.7% | +0.6% | -30.3% | -29.8% |
| 6M | +12.5% | -17.9% | +30.5% | +19.5% |
| YTD | +57.0% | -21.2% | +78.2% | +65.5% |
| 1Y | +103.9% | -18.9% | +122.8% | +101.6% |
| All | +103.9% | -17.2% | +121.1% | +101.6% |
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