-1.8%
MA vs SITM
+140.9%
-142.7%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.1% | -2.5% | -0.4% |
| 7D | -3.5% | +4.8% | -8.3% | -3.4% |
| 30D | +0.7% | -9.7% | +10.4% | +0.6% |
| 3M | +15.8% | -9.3% | +25.1% | +15.4% |
| 6M | +10.2% | +69.5% | -59.3% | +6.9% |
| YTD | -0.5% | +70.5% | -71.0% | -3.5% |
| 1Y | -1.8% | +145.3% | -147.1% | -3.7% |
| All | -1.8% | +140.9% | -142.7% | -3.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling