+801.7%
MU vs SGI
+58.5%
+743.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | -2.8% | -14.7% | -16.2% |
| 7D | -29.7% | +5.3% | -35.1% | -31.6% |
| 30D | -37.2% | +8.2% | -45.4% | -40.1% |
| 3M | -26.5% | -2.2% | -24.3% | -26.7% |
| 6M | +2.6% | -8.4% | +11.0% | +4.9% |
| YTD | +130.1% | -23.4% | +153.6% | +153.4% |
| 1Y | +176.7% | -14.0% | +190.7% | +186.7% |
| 3Y | +813.1% | +78.8% | +734.3% | +553.1% |
| All | +801.7% | +58.5% | +743.1% | +534.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling