+4.9%
MSCI vs SITM
+63.2%
-58.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +9.6% | -8.8% | -0.3% |
| 7D | +1.5% | +9.4% | -7.9% | -0.1% |
| 30D | +14.4% | -25.4% | +39.8% | +17.7% |
| 3M | +15.2% | -37.0% | +52.2% | +20.4% |
| 6M | +11.2% | -45.1% | +56.4% | +16.4% |
| YTD | +13.9% | +29.4% | -15.5% | +1.4% |
| 1Y | +12.5% | +39.8% | -27.3% | -1.8% |
| 3Y | +32.3% | +328.2% | -295.9% | -18.0% |
| 5Y | +4.9% | +87.4% | -82.5% | -31.1% |
| All | +4.9% | +63.2% | -58.4% | -31.1% |
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 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