+47.9%
MS vs SITM
+174.8%
-126.8%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +6.5% | -6.3% | -0.3% |
| 7D | +1.4% | +9.7% | -8.3% | +0.6% |
| 30D | -0.3% | +12.7% | -13.0% | -1.6% |
| 3M | +0.3% | -13.4% | +13.7% | +0.4% |
| 6M | +31.3% | +59.6% | -28.3% | +21.6% |
| YTD | +24.7% | +73.3% | -48.6% | +14.3% |
| 1Y | +47.9% | +165.5% | -117.6% | +30.6% |
| All | +47.9% | +174.8% | -126.8% | +30.6% |
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