+132.1%
MSCI vs SITM
+4,437.5%
-4,305.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.1% | +0.8% |
| 7D | -1.1% | +3.7% | -4.8% | -1.7% |
| 30D | -1.2% | -14.5% | +13.3% | +0.8% |
| 3M | -8.4% | -10.6% | +2.2% | -9.1% |
| 6M | -1.0% | +65.5% | -66.6% | -13.4% |
| YTD | -2.3% | +67.0% | -69.3% | -15.6% |
| 1Y | -1.2% | +138.6% | -139.8% | -21.5% |
| 3Y | +7.9% | +421.8% | -413.9% | -33.5% |
| 5Y | -10.1% | +172.4% | -182.5% | -42.7% |
| All | +132.1% | +4,437.5% | -4,305.3% | -16.5% |
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