+14.0%
MTSI vs SGI
-18.9%
+32.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.4% | -2.8% | -15.6% | -18.2% |
| 7D | -24.6% | +5.3% | -29.9% | -24.7% |
| 30D | -45.7% | +8.2% | -53.9% | -46.0% |
| 3M | -27.7% | -2.2% | -25.5% | -27.0% |
| 6M | -37.3% | -8.4% | -28.9% | -36.5% |
| YTD | +11.1% | -23.4% | +34.6% | +14.5% |
| All | +14.0% | -18.9% | +32.9% | +17.2% |
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