+153.8%
MU vs SGI
-19.0%
+172.8%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.5% | +5.6% | +5.9% |
| 7D | +9.0% | +8.5% | +0.4% | +4.8% |
| 30D | +13.8% | +0.7% | +13.1% | +13.3% |
| 3M | +2.1% | +0.6% | +1.5% | +2.3% |
| 6M | +153.8% | -17.9% | +171.7% | +173.4% |
| All | +153.8% | -19.0% | +172.8% | +173.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling