+105.6%
MAS vs SITM
+2,630.8%
-2,525.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -12.0% | +8.5% | -2.0% |
| 7D | +4.6% | -27.3% | +31.8% | +8.3% |
| 30D | +19.9% | -50.1% | +70.0% | +29.7% |
| 3M | +8.9% | -34.6% | +43.5% | +12.6% |
| 6M | +20.2% | -40.5% | +60.7% | +23.7% |
| YTD | +33.9% | +0.5% | +33.4% | +26.9% |
| 1Y | +34.7% | +27.2% | +7.5% | +22.7% |
| 3Y | +60.4% | +216.7% | -156.3% | +20.2% |
| 5Y | +43.5% | +23.5% | +19.9% | +11.9% |
| All | +105.6% | +2,630.8% | -2,525.2% | +5.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling