+2,683.6%
MUU vs SGI
+36.2%
+2,647.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.9% | +7.4% | +7.5% |
| 7D | +15.0% | +0.6% | +14.4% | +14.2% |
| 30D | +36.8% | +5.5% | +31.3% | +28.6% |
| 3M | -8.5% | -3.6% | -4.9% | -4.7% |
| 6M | +320.7% | -15.0% | +335.8% | +390.6% |
| YTD | +599.7% | -23.0% | +622.7% | +784.3% |
| 1Y | +2,569.2% | -18.4% | +2,587.6% | +3,028.2% |
| All | +2,683.6% | +36.2% | +2,647.4% | +1,624.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling