+108.7%
MAS vs SITM
+3,318.8%
-3,210.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.8% | +1.5% | -1.0% |
| 7D | +3.6% | -0.1% | +3.7% | +3.2% |
| 30D | +23.8% | -27.4% | +51.2% | +27.7% |
| 3M | +14.4% | -35.6% | +50.0% | +19.1% |
| 6M | +19.7% | -46.6% | +66.4% | +25.9% |
| YTD | +36.0% | +25.8% | +10.1% | +25.2% |
| 1Y | +40.4% | +38.2% | +2.1% | +27.1% |
| 3Y | +58.9% | +311.5% | -252.6% | +15.1% |
| 5Y | +44.5% | +94.6% | -50.1% | +7.0% |
| All | +108.7% | +3,318.8% | -3,210.1% | +4.1% |
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