+438.7%
MS vs SITM
+4,437.5%
-3,998.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | -0.2% |
| 7D | +1.7% | +3.7% | -2.0% | +1.0% |
| 30D | 0.0% | -14.5% | +14.5% | +2.2% |
| 3M | +3.0% | -10.6% | +13.6% | +2.9% |
| 6M | +35.7% | +65.5% | -29.9% | +20.2% |
| YTD | +23.3% | +67.0% | -43.7% | +8.0% |
| 1Y | +44.7% | +138.6% | -93.9% | +17.6% |
| 3Y | +178.0% | +421.8% | -243.8% | +84.1% |
| 5Y | +143.2% | +172.4% | -29.2% | +62.6% |
| All | +438.7% | +4,437.5% | -3,998.8% | +92.9% |
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