+5,778.3%
MU vs SGI
+261.3%
+5,517.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.4% |
| 7D | +7.2% | +9.3% | -2.1% | +3.5% |
| 30D | +14.0% | +6.9% | +7.1% | +10.9% |
| 3M | +5.4% | +2.8% | +2.5% | +3.9% |
| 6M | +170.3% | -12.6% | +182.9% | +181.7% |
| YTD | +250.7% | -21.5% | +272.2% | +278.7% |
| 1Y | +662.1% | -18.8% | +680.9% | +709.4% |
| 3Y | +1,341.2% | +60.8% | +1,280.4% | +1,071.2% |
| 5Y | +1,319.3% | +60.0% | +1,259.3% | +1,008.4% |
| 10Y | +5,778.3% | +267.8% | +5,510.5% | +2,957.9% |
| All | +5,778.3% | +261.3% | +5,517.0% | +2,957.9% |
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