+20.3%
SGOV vs MTSI
+760.2%
-740.0%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.8% | +4.8% | 0.0% |
| 7D | +0.1% | +4.8% | -4.7% | +0.1% |
| 30D | +0.3% | -9.2% | +9.5% | +0.3% |
| 3M | +0.9% | -23.1% | +24.1% | +0.9% |
| 6M | +1.8% | +23.5% | -21.7% | +1.9% |
| YTD | +2.5% | +59.1% | -56.5% | +2.5% |
| 1Y | +3.8% | +106.9% | -103.1% | +3.8% |
| 3Y | +14.4% | +243.2% | -228.8% | +14.4% |
| 5Y | +20.1% | +324.5% | -304.4% | +20.2% |
| All | +20.3% | +760.2% | -740.0% | +20.3% |
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