+1,245.2%
MU vs SGOV
+20.2%
+1,225.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.1% |
| 7D | -4.1% | 0.0% | -4.1% | -3.9% |
| 30D | +7.0% | +0.3% | +6.7% | +8.4% |
| 3M | -2.1% | +0.9% | -3.0% | +0.9% |
| 6M | +133.1% | +1.8% | +131.2% | +141.2% |
| YTD | +241.9% | +2.5% | +239.4% | +251.5% |
| 1Y | +548.8% | +3.8% | +545.0% | +561.3% |
| 3Y | +1,308.2% | +14.4% | +1,293.8% | +1,022.6% |
| All | +1,245.2% | +20.2% | +1,225.0% | +1,825.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SGOV.
Daily Out/Under-Performance
Portfolio return minus SGOV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGOV 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 SGOV 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