+2,762.4%
MOD vs SITM
+4,507.3%
-1,745.0%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +1.0% | -0.6% |
| 7D | +6.3% | +8.4% | -2.0% | +4.1% |
| 30D | -1.7% | -17.4% | +15.8% | +3.2% |
| 3M | -30.1% | -9.8% | -20.3% | -29.1% |
| 6M | +2.7% | +83.0% | -80.3% | -13.5% |
| YTD | +44.1% | +69.6% | -25.5% | +22.9% |
| 1Y | +38.7% | +144.9% | -106.2% | +7.2% |
| 3Y | +309.8% | +429.9% | -120.1% | +165.4% |
| 5Y | +1,569.7% | +169.2% | +1,400.5% | +996.2% |
| All | +2,762.4% | +4,507.3% | -1,745.0% | +1,162.2% |
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 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