+1,272.2%
MUU vs SGI
+21.2%
+1,251.0%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +0.2% | -5.5% | -5.4% |
| 7D | +24.7% | -5.3% | +30.0% | +30.9% |
| 30D | -35.1% | -2.1% | -33.1% | -36.5% |
| 3M | -44.3% | -8.2% | -36.1% | -42.3% |
| 6M | -44.4% | -4.6% | -39.9% | -43.9% |
| YTD | +244.9% | -31.5% | +276.4% | +368.7% |
| 1Y | +365.6% | -30.8% | +396.4% | +531.5% |
| All | +1,272.2% | +21.2% | +1,251.0% | +814.2% |
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