+20.2%
SGOV vs MTSI
+359.4%
-339.3%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.1% | -4.1% | 0.0% |
| 7D | +0.1% | +11.1% | -11.0% | +0.1% |
| 30D | +0.3% | -3.7% | +4.0% | +0.3% |
| 3M | +0.9% | -20.2% | +21.2% | +0.9% |
| 6M | +1.8% | +30.8% | -29.0% | +1.8% |
| YTD | +2.5% | +67.0% | -64.5% | +2.5% |
| 1Y | +3.8% | +120.4% | -116.7% | +3.8% |
| 3Y | +14.4% | +260.4% | -246.0% | +14.4% |
| 5Y | +20.2% | +356.3% | -336.1% | +20.2% |
| All | +20.2% | +359.4% | -339.3% | +20.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling