+13.8%
MSCI vs SITM
+51.8%
-38.0%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.5% |
| 7D | -0.7% | +32.5% | -33.2% | +0.8% |
| 30D | +16.2% | -18.8% | +35.0% | +15.6% |
| 3M | +16.1% | -30.9% | +47.0% | +15.0% |
| 6M | +12.9% | -44.5% | +57.4% | +13.2% |
| YTD | +14.8% | +33.2% | -18.4% | +11.7% |
| 1Y | +13.8% | +53.8% | -40.1% | +10.1% |
| All | +13.8% | +51.8% | -38.0% | +10.1% |
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