+75.3%
MUB vs SGI
+751.7%
-676.4%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.3% | +4.8% | -0.4% |
| 7D | +0.6% | -3.9% | +4.5% | +0.6% |
| 30D | +3.4% | +0.9% | +2.5% | +3.4% |
| 3M | -0.7% | -2.9% | +2.2% | -0.7% |
| 6M | -1.0% | -9.0% | +8.0% | -0.9% |
| YTD | 0.0% | -29.2% | +29.2% | +0.2% |
| 1Y | +0.4% | -32.3% | +32.6% | +0.7% |
| 3Y | +10.5% | +72.4% | -61.9% | +9.8% |
| 5Y | +3.1% | +50.6% | -47.5% | +2.4% |
| 10Y | +22.0% | +335.2% | -313.2% | +19.8% |
| All | +75.3% | +751.7% | -676.4% | +70.9% |
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