+808.8%
MU vs SGI
+78.8%
+730.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | -2.8% | -14.7% | -16.2% |
| 7D | -29.7% | +5.3% | -35.1% | -31.5% |
| 30D | -37.2% | +8.2% | -45.4% | -40.0% |
| 3M | -26.5% | -2.2% | -24.3% | -26.5% |
| 6M | +2.6% | -8.4% | +11.0% | +5.3% |
| YTD | +130.1% | -23.4% | +153.6% | +154.5% |
| 1Y | +176.7% | -14.0% | +190.7% | +186.5% |
| All | +808.8% | +78.8% | +730.0% | +576.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling