-18.9%
SGI vs MSTZ
-29.5%
+10.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.6% | -2.1% | +0.6% |
| 7D | +8.5% | -29.7% | +38.3% | +7.6% |
| 30D | +0.7% | -65.3% | +66.0% | -2.4% |
| 3M | +0.6% | -57.3% | +57.9% | -0.7% |
| 6M | -17.9% | -61.6% | +43.7% | -18.7% |
| YTD | -21.2% | -78.3% | +57.1% | -22.8% |
| 1Y | -18.9% | -30.2% | +11.4% | -20.8% |
| All | -18.9% | -29.5% | +10.6% | -20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 1y: compounded portfolio wealth divided by compounded MSTZ 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…
1y analysis · Full analysis span regression · 6 months rolling