+2,423.9%
MUU vs SGI
+31.9%
+2,392.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -3.1% | -6.2% | -6.1% |
| 7D | +3.6% | -4.9% | +8.5% | +9.2% |
| 30D | +22.3% | +1.6% | +20.7% | +19.9% |
| 3M | -8.2% | -3.2% | -5.0% | -4.9% |
| 6M | +256.3% | -16.0% | +272.4% | +321.6% |
| YTD | +534.4% | -25.4% | +559.8% | +730.4% |
| 1Y | +2,163.5% | -21.6% | +2,185.1% | +2,678.7% |
| All | +2,423.9% | +31.9% | +2,392.0% | +1,519.6% |
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