+5,482.4%
MU vs SGI
+2,021.1%
+3,461.3%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | -2.8% | -14.7% | -16.5% |
| 7D | -29.7% | +5.3% | -35.1% | -31.2% |
| 30D | -37.2% | +8.2% | -45.4% | -39.4% |
| 3M | -26.5% | -2.2% | -24.3% | -26.7% |
| 6M | +2.6% | -8.4% | +11.0% | +4.4% |
| YTD | +130.1% | -23.4% | +153.6% | +147.6% |
| 1Y | +176.7% | -14.0% | +190.7% | +185.1% |
| 3Y | +813.1% | +78.8% | +734.3% | +622.2% |
| 5Y | +822.0% | +58.6% | +763.3% | +635.5% |
| 10Y | +3,936.2% | +427.8% | +3,508.3% | +1,760.2% |
| All | +5,482.4% | +2,021.1% | +3,461.3% | +1,073.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling