+17.6%
MUB vs SGI
+263.3%
-245.7%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | -0.5% |
| 7D | -0.7% | +0.6% | -1.3% | -0.7% |
| 30D | -2.0% | +5.5% | -7.5% | -2.1% |
| 3M | -2.5% | -3.6% | +1.1% | -2.5% |
| 6M | -2.3% | -15.0% | +12.7% | -2.1% |
| YTD | -1.3% | -23.0% | +21.7% | -0.9% |
| 1Y | +1.1% | -18.4% | +19.5% | +1.4% |
| 3Y | +8.2% | +57.8% | -49.6% | +6.7% |
| 5Y | +1.5% | +51.5% | -50.0% | -0.2% |
| 10Y | +17.6% | +275.2% | -257.6% | +11.3% |
| All | +17.6% | +263.3% | -245.7% | +11.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling