+5,768.2%
MU vs SGI
+1,905.4%
+3,862.8%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -5.5% | +10.6% | +7.1% |
| 7D | -22.0% | +1.0% | -23.0% | -22.6% |
| 30D | -36.6% | +3.9% | -40.5% | -38.0% |
| 3M | -21.7% | -0.8% | -20.9% | -22.4% |
| 6M | +3.5% | -18.0% | +21.5% | +9.4% |
| YTD | +141.9% | -27.6% | +169.5% | +165.0% |
| 1Y | +189.8% | -27.2% | +217.1% | +217.5% |
| 3Y | +855.4% | +76.0% | +779.4% | +659.1% |
| 5Y | +869.2% | +50.0% | +819.2% | +687.4% |
| 10Y | +4,142.8% | +399.1% | +3,743.8% | +1,891.4% |
| All | +5,768.2% | +1,905.4% | +3,862.8% | +1,156.0% |
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