+111.5%
MAS vs SITM
+3,415.8%
-3,304.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +9.6% | -5.1% | +3.3% |
| 7D | +3.3% | +9.4% | -6.1% | +1.7% |
| 30D | +25.5% | -25.4% | +50.8% | +29.0% |
| 3M | +11.8% | -37.0% | +48.7% | +16.7% |
| 6M | +21.3% | -45.1% | +66.5% | +27.1% |
| YTD | +37.7% | +29.4% | +8.3% | +26.4% |
| 1Y | +41.0% | +39.8% | +1.2% | +27.6% |
| 3Y | +63.0% | +328.2% | -265.2% | +17.5% |
| 5Y | +44.1% | +87.4% | -43.2% | +7.1% |
| All | +111.5% | +3,415.8% | -3,304.3% | +5.2% |
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 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