+370.9%
MS vs SITM
+3,415.8%
-3,044.9%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +9.6% | -6.5% | +1.6% |
| 7D | +0.7% | +9.4% | -8.6% | -1.2% |
| 30D | -0.9% | -25.4% | +24.4% | +2.9% |
| 3M | -13.0% | -37.0% | +24.0% | -7.7% |
| 6M | -2.0% | -45.1% | +43.2% | +4.4% |
| YTD | +7.8% | +29.4% | -21.6% | -2.8% |
| 1Y | +17.9% | +39.8% | -21.9% | +4.5% |
| 3Y | +174.8% | +328.2% | -153.4% | +85.9% |
| 5Y | +119.9% | +87.4% | +32.5% | +55.6% |
| All | +370.9% | +3,415.8% | -3,044.9% | +73.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling