+20.2%
SGOV vs MAS
+73.4%
-53.2%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.8% | -1.8% | 0.0% |
| 7D | +0.1% | -0.8% | +0.8% | +0.1% |
| 30D | +0.3% | -5.6% | +5.9% | +0.3% |
| 3M | +1.0% | +4.4% | -3.5% | +1.0% |
| 6M | +1.9% | +7.2% | -5.3% | +1.9% |
| YTD | +2.5% | +16.1% | -13.6% | +2.5% |
| 1Y | +3.8% | +0.1% | +3.7% | +3.8% |
| 3Y | +14.4% | +28.3% | -13.9% | +14.4% |
| 5Y | +20.1% | +30.5% | -10.3% | +20.1% |
| All | +20.2% | +73.4% | -53.2% | +20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 all: compounded portfolio wealth divided by compounded MAS 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…
all analysis · Full analysis span regression · 6 months rolling