-11.4%
MSCI vs SITM
+168.3%
-179.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.1% | -1.6% | -3.5% |
| 7D | -2.1% | +8.4% | -10.4% | -3.1% |
| 30D | -1.7% | -17.4% | +15.7% | +0.4% |
| 3M | -8.2% | -9.8% | +1.6% | -8.9% |
| 6M | -2.4% | +83.0% | -85.4% | -15.5% |
| YTD | -2.8% | +69.6% | -72.4% | -15.6% |
| 1Y | -2.7% | +144.9% | -147.6% | -22.3% |
| 3Y | +7.3% | +429.9% | -422.6% | -34.4% |
| 5Y | -11.4% | +169.2% | -180.6% | -46.0% |
| All | -11.4% | +168.3% | -179.7% | -46.0% |
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