+59.6%
MTZ vs SGI
+58.5%
+1.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -2.8% | -2.4% | -4.1% |
| 7D | -10.6% | +5.3% | -15.9% | -13.0% |
| 30D | -30.4% | +8.2% | -38.6% | -33.3% |
| 3M | -40.4% | -2.2% | -38.2% | -40.7% |
| 6M | -63.7% | -8.4% | -55.2% | -63.1% |
| YTD | -26.9% | -23.4% | -3.4% | -20.6% |
| 1Y | -20.2% | -14.0% | -6.2% | -18.2% |
| 3Y | +208.1% | +78.8% | +129.4% | +125.8% |
| All | +59.6% | +58.5% | +1.0% | +13.1% |
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