-15.6%
MOS vs SITM
+47.5%
-63.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.4% | -9.4% | +26.7% | +17.0% |
| 7D | +17.9% | -19.5% | +37.5% | +17.4% |
| 30D | +1.6% | -43.2% | +44.8% | +0.4% |
| 3M | -4.0% | -30.8% | +26.8% | -4.6% |
| 6M | -4.1% | -28.6% | +24.5% | -3.7% |
| YTD | -7.8% | +14.2% | -22.0% | -3.5% |
| 1Y | -15.6% | +44.4% | -60.0% | -8.8% |
| All | -15.6% | +47.5% | -63.1% | -8.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling