+35.3%
MAS vs SITM
+170.8%
-135.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +6.5% | -4.8% | +0.9% |
| 7D | -0.8% | +9.7% | -10.5% | -2.0% |
| 30D | -5.6% | +12.7% | -18.3% | -7.9% |
| 3M | +4.4% | -13.4% | +17.9% | +4.7% |
| 6M | +7.2% | +59.6% | -52.4% | -3.0% |
| YTD | +16.1% | +73.3% | -57.2% | +3.0% |
| 1Y | +0.1% | +165.5% | -165.5% | -17.9% |
| 3Y | +28.3% | +368.7% | -340.4% | -10.9% |
| All | +35.3% | +170.8% | -135.5% | -10.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling