+231.7%
MU vs SGI
-31.8%
+263.4%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | -0.5% | +12.3% | +12.0% |
| 7D | +2.0% | -10.5% | +12.5% | +5.8% |
| 30D | -18.0% | +0.1% | -18.1% | -18.8% |
| 3M | -6.6% | -4.0% | -2.6% | -6.2% |
| 6M | +2.0% | -5.6% | +7.7% | +3.6% |
| YTD | +184.5% | -29.5% | +214.0% | +212.2% |
| All | +231.7% | -31.8% | +263.4% | +275.3% |
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