+141.0%
MA vs SITM
+3,535.1%
-3,394.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +6.3% | -6.0% | -0.4% |
| 7D | -1.8% | +17.2% | -19.0% | -3.6% |
| 30D | +11.0% | -17.1% | +28.1% | +12.5% |
| 3M | +17.9% | -29.2% | +47.0% | +20.7% |
| 6M | +33.2% | -47.6% | +80.7% | +39.1% |
| YTD | +16.5% | +33.8% | -17.3% | +6.5% |
| 1Y | +19.1% | +54.1% | -35.0% | +6.7% |
| 3Y | +70.6% | +337.6% | -267.0% | +22.0% |
| 5Y | +92.1% | +89.7% | +2.4% | +43.6% |
| All | +141.0% | +3,535.1% | -3,394.1% | +9.7% |
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