+63.7%
MOS vs SITM
+4,608.4%
-4,544.7%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +6.5% | -5.1% | +0.3% |
| 7D | +9.5% | +9.7% | -0.2% | +7.8% |
| 30D | +10.4% | +12.7% | -2.3% | +6.9% |
| 3M | +12.9% | -13.4% | +26.3% | +13.1% |
| 6M | +1.2% | +59.6% | -58.4% | -11.3% |
| YTD | +9.3% | +73.3% | -64.0% | -6.9% |
| 1Y | -18.0% | +165.5% | -183.5% | -37.2% |
| 3Y | -29.0% | +368.7% | -397.7% | -56.8% |
| 5Y | -9.6% | +172.5% | -182.1% | -45.7% |
| All | +63.7% | +4,608.4% | -4,544.7% | -62.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling