+42.8%
MOS vs SITM
+3,107.0%
-3,064.3%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +17.4% | -17.3% | -2.6% |
| 7D | +21.6% | -6.7% | +28.3% | +21.9% |
| 30D | +12.0% | -37.3% | +49.3% | +19.5% |
| 3M | -3.9% | -39.4% | +35.5% | +2.2% |
| 6M | -3.3% | -33.1% | +29.8% | -2.0% |
| YTD | -4.6% | +18.0% | -22.7% | -14.9% |
| 1Y | -7.0% | +22.7% | -29.7% | -18.1% |
| 3Y | -24.4% | +283.8% | -308.2% | -53.6% |
| 5Y | -32.1% | +45.0% | -77.2% | -54.1% |
| All | +42.8% | +3,107.0% | -3,064.3% | -65.3% |
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 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