-34.4%
MOS vs SITM
+73.6%
-108.0%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -5.5% | +6.3% | +1.3% |
| 7D | -2.0% | +6.6% | -8.6% | -2.7% |
| 30D | +15.3% | -15.3% | +30.6% | +16.6% |
| 3M | +1.5% | -35.4% | +36.9% | +5.2% |
| 6M | -2.0% | -46.8% | +44.8% | +2.8% |
| YTD | -6.5% | +25.9% | -32.4% | -14.5% |
| 1Y | -11.1% | +54.0% | -65.1% | -21.4% |
| 3Y | -30.3% | +315.6% | -345.8% | -52.5% |
| All | -34.4% | +73.6% | -108.0% | -53.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling