-7.3%
MOD vs SITM
+49.4%
-56.6%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +6.5% | -2.2% | +1.6% |
| 7D | +9.6% | +9.7% | -0.1% | +5.5% |
| 30D | 0.0% | +12.7% | -12.7% | -6.6% |
| 3M | -35.4% | -13.4% | -22.0% | -33.1% |
| 6M | -7.3% | +59.6% | -66.9% | -36.5% |
| All | -7.3% | +49.4% | -56.6% | -36.5% |
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 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