+226.4%
MU vs SGI
-33.8%
+260.2%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.0% | +1.4% | -0.6% |
| 7D | +21.6% | -10.7% | +32.3% | +25.9% |
| 30D | -16.2% | -3.6% | -12.6% | -16.0% |
| 3M | -12.4% | -5.4% | -7.0% | -11.7% |
| 6M | +4.2% | -7.0% | +11.2% | +6.2% |
| YTD | +180.0% | -31.6% | +211.6% | +210.3% |
| 1Y | +226.4% | -33.5% | +259.9% | +273.0% |
| All | +226.4% | -33.8% | +260.2% | +273.0% |
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