+21.1%
SGOV vs MTSI
+632.7%
-611.7%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.6% | +5.6% | 0.0% |
| 7D | +0.1% | +10.0% | -9.9% | +0.1% |
| 30D | +0.3% | -20.3% | +20.7% | +0.3% |
| 3M | +1.0% | -24.4% | +25.4% | +1.0% |
| 6M | +1.9% | -39.2% | +41.1% | +1.9% |
| YTD | +3.2% | +35.5% | -32.3% | +3.2% |
| 1Y | +3.8% | +43.0% | -39.3% | +3.8% |
| 3Y | +14.1% | +196.3% | -182.2% | +14.1% |
| 5Y | +21.0% | +210.0% | -189.1% | +21.0% |
| All | +21.1% | +632.7% | -611.7% | +21.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 MTSI 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