+112.4%
MS vs SITM
+42.2%
+70.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +17.4% | -18.0% | -3.1% |
| 7D | -1.6% | -6.7% | +5.2% | -1.0% |
| 30D | -3.8% | -37.3% | +33.5% | +2.5% |
| 3M | -14.6% | -39.4% | +24.8% | -9.1% |
| 6M | -5.1% | -33.1% | +28.0% | -3.0% |
| YTD | +4.5% | +18.0% | -13.5% | -4.3% |
| 1Y | +13.5% | +22.7% | -9.1% | +2.9% |
| 3Y | +160.4% | +283.8% | -123.4% | +79.9% |
| All | +112.4% | +42.2% | +70.2% | +51.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling