+33.7%
SGI vs MSTZ
-99.2%
+132.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +8.2% | -8.6% | -0.1% |
| 7D | +9.3% | -25.4% | +34.7% | +8.3% |
| 30D | +6.9% | -60.9% | +67.8% | +3.3% |
| 3M | +2.8% | -54.2% | +57.0% | +1.3% |
| 6M | -12.6% | -65.0% | +52.4% | -13.7% |
| YTD | -21.5% | -76.5% | +55.0% | -22.3% |
| 1Y | -18.8% | -23.4% | +4.6% | -14.0% |
| All | +33.7% | -99.2% | +132.9% | +25.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling