+78.3%
MAS vs SITM
+4,608.4%
-4,530.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +6.5% | -4.8% | +1.0% |
| 7D | -0.8% | +9.7% | -10.5% | -1.9% |
| 30D | -5.6% | +12.7% | -18.3% | -7.8% |
| 3M | +4.4% | -13.4% | +17.9% | +4.6% |
| 6M | +7.2% | +59.6% | -52.4% | -2.3% |
| YTD | +16.1% | +73.3% | -57.2% | +3.9% |
| 1Y | +0.1% | +165.5% | -165.5% | -16.5% |
| 3Y | +28.3% | +368.7% | -340.4% | -7.4% |
| 5Y | +30.5% | +172.5% | -142.0% | -6.8% |
| All | +78.3% | +4,608.4% | -4,530.1% | -13.5% |
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