+4,609.2%
MU vs SGI
+337.7%
+4,271.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | -0.5% | +12.3% | +12.1% |
| 7D | +2.0% | -10.5% | +12.5% | +6.5% |
| 30D | -18.0% | +0.1% | -18.1% | -18.8% |
| 3M | -6.6% | -4.0% | -2.6% | -6.3% |
| 6M | +2.0% | -5.6% | +7.7% | +2.9% |
| YTD | +184.5% | -29.5% | +214.0% | +217.2% |
| 1Y | +236.9% | -31.5% | +268.4% | +280.4% |
| 3Y | +987.0% | +71.6% | +915.4% | +754.2% |
| 5Y | +1,014.6% | +50.5% | +964.1% | +778.8% |
| 10Y | +4,609.2% | +333.9% | +4,275.3% | +2,115.9% |
| All | +4,609.2% | +337.7% | +4,271.5% | +2,115.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling