-16.2%
MOS vs SITM
+140.0%
-156.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -1.2% |
| 7D | +1.7% | +3.7% | -2.0% | +1.7% |
| 30D | +11.7% | -14.5% | +26.2% | +11.4% |
| 3M | +23.2% | -10.6% | +33.7% | +23.0% |
| 6M | -1.6% | +65.5% | -67.2% | -0.5% |
| YTD | +10.8% | +67.0% | -56.2% | +12.7% |
| 1Y | -16.2% | +138.6% | -154.8% | -11.6% |
| All | -16.2% | +140.0% | -156.2% | -11.6% |
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 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