+2,163.5%
MUU vs SGI
-20.9%
+2,184.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -3.1% | -6.2% | -6.8% |
| 7D | +3.6% | -4.9% | +8.5% | +7.9% |
| 30D | +22.3% | +1.6% | +20.7% | +20.7% |
| 3M | -8.2% | -3.2% | -5.0% | -4.7% |
| 6M | +256.3% | -16.0% | +272.4% | +303.4% |
| YTD | +534.4% | -25.4% | +559.8% | +660.7% |
| 1Y | +2,163.5% | -21.6% | +2,185.1% | +2,749.4% |
| All | +2,163.5% | -20.9% | +2,184.4% | +2,749.4% |
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