+20.2%
MAS vs SITM
-38.3%
+58.5%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -12.0% | +8.5% | -3.5% |
| 7D | +4.6% | -27.3% | +31.8% | +4.4% |
| 30D | +19.9% | -50.1% | +70.0% | +20.6% |
| 3M | +8.9% | -34.6% | +43.5% | +8.9% |
| 6M | +20.2% | -40.5% | +60.7% | +19.3% |
| All | +20.2% | -38.3% | +58.5% | +19.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling