+2,981.5%
MUU vs SGI
-17.2%
+2,998.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.6% | +0.5% | +11.1% | +11.2% |
| 7D | +17.4% | +8.5% | +8.8% | +10.1% |
| 30D | +24.0% | +0.7% | +23.3% | +23.0% |
| 3M | -23.9% | +0.6% | -24.5% | -22.9% |
| 6M | +284.4% | -17.9% | +302.4% | +336.9% |
| YTD | +583.7% | -21.2% | +604.9% | +684.3% |
| 1Y | +2,981.5% | -18.9% | +3,000.3% | +3,652.5% |
| All | +2,981.5% | -17.2% | +2,998.6% | +3,652.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling