+517.6%
MTSI vs SGI
+267.9%
+249.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.5% | +3.0% | +3.3% |
| 7D | +1.4% | +8.5% | -7.2% | -2.0% |
| 30D | +2.1% | +0.7% | +1.4% | +0.9% |
| 3M | -29.7% | +0.6% | -30.3% | -30.6% |
| 6M | +12.5% | -17.9% | +30.5% | +19.3% |
| YTD | +57.0% | -21.2% | +78.2% | +67.8% |
| 1Y | +103.9% | -18.9% | +122.8% | +115.3% |
| 3Y | +223.6% | +52.6% | +170.9% | +163.7% |
| 5Y | +321.6% | +60.7% | +260.8% | +223.4% |
| All | +517.6% | +267.9% | +249.7% | +215.6% |
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 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