+155.8%
MTSI vs SGI
+58.5%
+97.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.4% | -2.8% | -15.6% | -17.1% |
| 7D | -24.6% | +5.3% | -29.9% | -26.3% |
| 30D | -45.7% | +8.2% | -53.9% | -48.1% |
| 3M | -27.7% | -2.2% | -25.5% | -28.6% |
| 6M | -37.3% | -8.4% | -28.9% | -37.0% |
| YTD | +11.1% | -23.4% | +34.6% | +20.9% |
| 1Y | +27.2% | -14.0% | +41.1% | +30.0% |
| 3Y | +153.7% | +78.8% | +74.9% | +76.0% |
| All | +155.8% | +58.5% | +97.3% | +77.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling