+175.0%
MSCI vs SITM
+3,318.8%
-3,143.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.8% | +4.4% | +2.0% |
| 7D | +2.7% | -0.1% | +2.8% | +2.1% |
| 30D | +16.2% | -27.4% | +43.7% | +20.6% |
| 3M | +17.1% | -35.6% | +52.7% | +22.7% |
| 6M | +13.0% | -46.6% | +59.7% | +19.2% |
| YTD | +15.8% | +25.8% | -10.1% | +2.7% |
| 1Y | +15.5% | +38.2% | -22.8% | +0.2% |
| 3Y | +32.3% | +311.5% | -279.2% | -16.8% |
| 5Y | +8.2% | +94.6% | -86.5% | -28.0% |
| All | +175.0% | +3,318.8% | -3,143.9% | +1.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling