+186.6%
MU vs SGI
-30.7%
+217.3%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.3% | +4.2% | +0.6% |
| 7D | -15.2% | -3.9% | -11.3% | -14.2% |
| 30D | -29.5% | +0.9% | -30.5% | -30.5% |
| 3M | -15.8% | -2.9% | -12.9% | -15.8% |
| 6M | -2.9% | -9.0% | +6.1% | -0.1% |
| YTD | +154.2% | -29.2% | +183.4% | +178.9% |
| 1Y | +186.6% | -32.3% | +218.8% | +229.9% |
| All | +186.6% | -30.7% | +217.3% | +229.9% |
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 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