+468.8%
MTSI vs SGI
+319.5%
+149.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.2% | -5.8% | -5.7% |
| 7D | +10.0% | -5.3% | +15.3% | +12.4% |
| 30D | -20.3% | -2.1% | -18.3% | -20.7% |
| 3M | -24.4% | -8.2% | -16.3% | -23.3% |
| 6M | -39.2% | -4.6% | -34.6% | -39.7% |
| YTD | +35.5% | -31.5% | +66.9% | +51.0% |
| 1Y | +43.0% | -30.8% | +73.9% | +58.7% |
| 3Y | +196.3% | +67.2% | +129.0% | +128.7% |
| 5Y | +210.0% | +42.5% | +167.5% | +143.7% |
| All | +468.8% | +319.5% | +149.3% | +190.5% |
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