+2,174.4%
MU vs SGOV
+20.2%
+2,154.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | 0.0% | +2.7% | +2.8% |
| 7D | +7.5% | +0.1% | +7.4% | +7.6% |
| 30D | +19.4% | +0.3% | +19.1% | +20.1% |
| 3M | +9.8% | +0.9% | +8.9% | +11.0% |
| 6M | +164.1% | +1.8% | +162.3% | +165.7% |
| YTD | +260.3% | +2.5% | +257.8% | +259.0% |
| 1Y | +661.2% | +3.8% | +657.4% | +652.5% |
| 3Y | +1,380.8% | +14.4% | +1,366.5% | +1,191.0% |
| 5Y | +1,346.4% | +20.2% | +1,326.2% | +1,851.7% |
| All | +2,174.4% | +20.2% | +2,154.2% | +2,967.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling