-30.8%
MOS vs SITM
+342.8%
-373.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.4% | -4.1% | -4.5% |
| 7D | -2.6% | +32.5% | -35.1% | -4.0% |
| 30D | +13.5% | -18.8% | +32.3% | +14.7% |
| 3M | -2.9% | -30.9% | +28.0% | -1.1% |
| 6M | -1.0% | -44.5% | +43.5% | +1.8% |
| YTD | -7.2% | +33.2% | -40.4% | -12.5% |
| 1Y | -11.4% | +53.8% | -65.2% | -17.9% |
| All | -30.8% | +342.8% | -373.6% | -46.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling