+73.2%
MSFU vs SITM
+569.1%
-495.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.5% | -4.4% | 0.0% |
| 7D | -1.8% | +3.9% | -5.6% | -2.6% |
| 30D | +0.5% | -6.6% | +7.1% | +1.2% |
| 3M | +51.9% | -11.9% | +63.7% | +51.6% |
| 6M | +35.0% | +81.1% | -46.2% | +10.6% |
| YTD | -9.0% | +80.0% | -89.0% | -27.1% |
| 1Y | -18.8% | +145.8% | -164.6% | -42.2% |
| 3Y | +25.5% | +475.9% | -450.4% | -38.1% |
| All | +73.2% | +569.1% | -495.9% | -26.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling