+501.4%
MTZ vs SGI
+390.8%
+110.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -5.5% | +15.0% | +11.7% |
| 7D | -6.4% | +1.0% | -7.4% | -7.6% |
| 30D | -22.1% | +3.9% | -26.0% | -24.3% |
| 3M | -32.7% | -0.8% | -31.9% | -33.7% |
| 6M | -59.8% | -18.0% | -41.9% | -57.5% |
| YTD | -19.9% | -27.6% | +7.7% | -11.8% |
| 1Y | -11.5% | -27.2% | +15.8% | -2.8% |
| 3Y | +258.1% | +76.0% | +182.1% | +169.8% |
| 5Y | +85.5% | +50.0% | +35.6% | +41.8% |
| All | +501.4% | +390.8% | +110.6% | +131.2% |
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