-8.1%
MOS vs SITM
+50.0%
-58.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +6.3% | -7.2% | -0.6% |
| 7D | +5.5% | +17.2% | -11.7% | +6.1% |
| 30D | +21.0% | -17.1% | +38.1% | +21.3% |
| 3M | -0.5% | -29.2% | +28.7% | -0.2% |
| 6M | +6.6% | -47.6% | +54.2% | +6.0% |
| YTD | -2.8% | +33.8% | -36.6% | 0.0% |
| 1Y | -8.1% | +54.1% | -62.2% | -6.1% |
| All | -8.1% | +50.0% | -58.0% | -6.1% |
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