+477.8%
MTSI vs SGI
+356.4%
+121.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.3% | +3.7% | +0.5% |
| 7D | -3.8% | -3.9% | +0.1% | -2.5% |
| 30D | -31.4% | +0.9% | -32.3% | -32.5% |
| 3M | -23.8% | -2.9% | -20.9% | -24.4% |
| 6M | -37.1% | -9.0% | -28.1% | -36.4% |
| YTD | +32.2% | -29.2% | +61.4% | +45.6% |
| 1Y | +26.9% | -32.3% | +59.2% | +42.3% |
| 3Y | +193.7% | +72.4% | +121.3% | +124.3% |
| 5Y | +218.0% | +50.6% | +167.4% | +144.9% |
| 10Y | +477.8% | +335.2% | +142.5% | +192.3% |
| All | +477.8% | +356.4% | +121.3% | +192.3% |
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