+67.5%
MA vs SITM
+168.3%
-100.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.1% | +0.7% | -1.2% |
| 7D | -1.8% | +8.4% | -10.1% | -2.5% |
| 30D | +1.4% | -17.4% | +18.8% | +3.0% |
| 3M | +17.7% | -9.8% | +27.6% | +17.3% |
| 6M | +9.7% | +83.0% | -73.3% | -0.4% |
| YTD | +0.5% | +69.6% | -69.1% | -8.5% |
| 1Y | -2.1% | +144.9% | -147.0% | -15.7% |
| 3Y | +40.1% | +429.9% | -389.8% | +0.7% |
| 5Y | +67.5% | +169.2% | -101.7% | +19.2% |
| All | +67.5% | +168.3% | -100.7% | +19.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling