+277.0%
MTZ vs SGI
+66.8%
+210.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.0% | +0.8% | -1.0% |
| 7D | +16.5% | -10.7% | +27.1% | +21.4% |
| 30D | -10.2% | -3.6% | -6.6% | -10.2% |
| 3M | -34.2% | -5.4% | -28.7% | -34.0% |
| 6M | -56.0% | -7.0% | -48.9% | -55.7% |
| YTD | -14.8% | -31.6% | +16.8% | -2.6% |
| 1Y | -7.2% | -33.5% | +26.3% | +7.7% |
| All | +277.0% | +66.8% | +210.2% | +159.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling