+26.4%
MTSI vs SGI
-23.3%
+49.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -5.5% | +16.3% | +11.0% |
| 7D | -10.0% | +1.0% | -10.9% | -10.0% |
| 30D | -37.2% | +3.9% | -41.1% | -37.5% |
| 3M | -30.1% | -0.8% | -29.2% | -30.1% |
| 6M | -31.9% | -18.0% | -13.9% | -29.3% |
| YTD | +23.2% | -27.6% | +50.8% | +27.1% |
| 1Y | +26.4% | -27.2% | +53.6% | +30.2% |
| All | +26.4% | -23.3% | +49.7% | +30.2% |
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