-1.2%
MSCI vs SITM
+140.0%
-141.2%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.1% | +0.5% |
| 7D | -1.1% | +3.7% | -4.8% | -0.9% |
| 30D | -1.2% | -14.5% | +13.3% | -1.6% |
| 3M | -8.4% | -10.6% | +2.2% | -8.3% |
| 6M | -1.0% | +65.5% | -66.6% | -2.6% |
| YTD | -2.3% | +67.0% | -69.3% | -3.7% |
| 1Y | -1.2% | +138.6% | -139.8% | -0.5% |
| All | -1.2% | +140.0% | -141.2% | -0.5% |
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 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