+109.0%
MAS vs SITM
+3,535.1%
-3,426.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +6.3% | -6.2% | -0.6% |
| 7D | -1.8% | +17.2% | -19.0% | -4.0% |
| 30D | +23.6% | -17.1% | +40.7% | +25.4% |
| 3M | +12.4% | -29.2% | +41.6% | +15.7% |
| 6M | +21.9% | -47.6% | +69.4% | +28.6% |
| YTD | +36.1% | +33.8% | +2.3% | +24.4% |
| 1Y | +39.5% | +54.1% | -14.6% | +24.6% |
| 3Y | +59.1% | +337.6% | -278.4% | +14.4% |
| 5Y | +44.4% | +89.7% | -45.3% | +7.2% |
| All | +109.0% | +3,535.1% | -3,426.1% | +3.5% |
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