+265.1%
MU vs SGI
-10.7%
+275.9%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +6.8% | -13.8% | -9.0% |
| 7D | -19.1% | +12.1% | -31.2% | -22.3% |
| 30D | -25.2% | +12.1% | -37.3% | -28.5% |
| 3M | -10.9% | +0.4% | -11.3% | -11.1% |
| 6M | +38.0% | -4.0% | +42.0% | +39.6% |
| YTD | +178.8% | -21.2% | +200.1% | +195.5% |
| 1Y | +265.1% | -12.1% | +277.2% | +272.1% |
| All | +265.1% | -10.7% | +275.9% | +272.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling