+101.6%
MAS vs SITM
+3,107.0%
-3,005.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +17.4% | -19.4% | -4.0% |
| 7D | +2.0% | -6.7% | +8.7% | +2.3% |
| 30D | +19.4% | -37.3% | +56.7% | +25.4% |
| 3M | +9.4% | -39.4% | +48.8% | +14.8% |
| 6M | +15.3% | -33.1% | +48.4% | +16.9% |
| YTD | +31.3% | +18.0% | +13.3% | +21.8% |
| 1Y | +34.9% | +22.7% | +12.2% | +24.0% |
| 3Y | +58.6% | +283.8% | -225.2% | +15.9% |
| 5Y | +40.7% | +45.0% | -4.4% | +7.4% |
| All | +101.6% | +3,107.0% | -3,005.4% | +1.4% |
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