+709.2%
MTZ vs SGI
+263.0%
+446.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.5% | +1.6% | +1.9% |
| 7D | -1.6% | +8.5% | -10.1% | -4.9% |
| 30D | -11.1% | +0.7% | -11.8% | -11.6% |
| 3M | -36.7% | +0.6% | -37.3% | -37.2% |
| 6M | -21.9% | -17.9% | -4.0% | -16.7% |
| YTD | +9.1% | -21.2% | +30.3% | +17.5% |
| 1Y | +30.0% | -18.9% | +48.8% | +37.7% |
| 3Y | +138.5% | +52.6% | +85.8% | +94.2% |
| 5Y | +158.3% | +60.7% | +97.6% | +96.6% |
| All | +709.2% | +263.0% | +446.3% | +258.2% |
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 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