+105.9%
MA vs SITM
+4,532.8%
-4,426.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.1% | -2.5% | -0.6% |
| 7D | -3.5% | +4.8% | -8.3% | -4.0% |
| 30D | +0.7% | -9.7% | +10.4% | +1.5% |
| 3M | +15.8% | -9.3% | +25.1% | +15.2% |
| 6M | +10.2% | +69.5% | -59.3% | +0.1% |
| YTD | -0.5% | +70.5% | -71.0% | -10.4% |
| 1Y | -1.8% | +145.3% | -147.1% | -16.6% |
| 3Y | +38.7% | +432.8% | -394.1% | -1.9% |
| 5Y | +67.6% | +174.0% | -106.4% | +20.5% |
| All | +105.9% | +4,532.8% | -4,426.9% | -7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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