+61.7%
MTSI vs SGI
-10.7%
+72.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +6.8% | -7.8% | -1.7% |
| 7D | -10.7% | +12.1% | -22.7% | -11.9% |
| 30D | -29.0% | +12.1% | -41.1% | -30.2% |
| 3M | -14.7% | +0.4% | -15.1% | -14.3% |
| 6M | -20.1% | -4.0% | -16.1% | -20.0% |
| YTD | +36.1% | -21.2% | +57.4% | +43.8% |
| 1Y | +61.7% | -12.1% | +73.8% | +55.2% |
| All | +61.7% | -10.7% | +72.5% | +55.2% |
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