+20.1%
SGOV vs MS
+138.8%
-118.6%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.3% | 0.0% |
| 7D | +0.1% | -2.1% | +2.1% | +0.1% |
| 30D | +0.3% | -1.1% | +1.4% | +0.3% |
| 3M | +0.9% | +3.5% | -2.5% | +0.9% |
| 6M | +1.8% | +33.7% | -31.9% | +1.9% |
| YTD | +2.5% | +21.8% | -19.2% | +2.5% |
| 1Y | +3.8% | +41.1% | -37.3% | +3.8% |
| 3Y | +14.4% | +174.5% | -160.2% | +14.4% |
| 5Y | +20.1% | +140.7% | -120.5% | +20.2% |
| All | +20.1% | +138.8% | -118.6% | +20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MS.
Daily Out/Under-Performance
Portfolio return minus MS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MS 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 5y: compounded portfolio wealth divided by compounded MS 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…
5y analysis · Full analysis span regression · 6 months rolling