+48.6%
MS vs SITM
+150.1%
-101.5%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.5% | -0.5% |
| 7D | +2.5% | +8.4% | -5.9% | +1.8% |
| 30D | 0.0% | -17.4% | +17.4% | +1.3% |
| 3M | +2.4% | -9.8% | +12.3% | +2.3% |
| 6M | +36.4% | +83.0% | -46.6% | +24.7% |
| YTD | +23.8% | +69.6% | -45.8% | +13.6% |
| 1Y | +48.6% | +144.9% | -96.3% | +31.8% |
| All | +48.6% | +150.1% | -101.5% | +31.8% |
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