+1,576.3%
MTZ vs SGI
+2,083.6%
-507.3%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.5% | +1.6% | +2.0% |
| 7D | -1.6% | +8.5% | -10.1% | -3.9% |
| 30D | -11.1% | +0.7% | -11.8% | -11.5% |
| 3M | -36.7% | +0.6% | -37.3% | -37.0% |
| 6M | -21.9% | -17.9% | -4.0% | -18.2% |
| YTD | +9.1% | -21.2% | +30.3% | +15.1% |
| 1Y | +30.0% | -18.9% | +48.8% | +35.6% |
| 3Y | +138.5% | +52.6% | +85.8% | +108.8% |
| 5Y | +158.3% | +60.7% | +97.6% | +116.7% |
| 10Y | +700.8% | +278.1% | +422.7% | +392.8% |
| All | +1,576.3% | +2,083.6% | -507.3% | +473.2% |
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