+1,023.3%
MTZ vs SGI
+2,021.1%
-997.8%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -2.8% | -2.4% | -4.4% |
| 7D | -10.6% | +5.3% | -15.9% | -12.2% |
| 30D | -30.4% | +8.2% | -38.6% | -32.3% |
| 3M | -40.4% | -2.2% | -38.2% | -40.6% |
| 6M | -63.7% | -8.4% | -55.2% | -63.3% |
| YTD | -26.9% | -23.4% | -3.4% | -22.8% |
| 1Y | -20.2% | -14.0% | -6.2% | -18.6% |
| 3Y | +208.1% | +78.8% | +129.4% | +157.2% |
| 5Y | +69.4% | +58.6% | +10.8% | +41.8% |
| 10Y | +440.6% | +427.8% | +12.8% | +212.0% |
| All | +1,023.3% | +2,021.1% | -997.8% | +284.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling