+22.2%
MSFU vs SITM
+318.4%
-296.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.5% | +5.9% | +1.3% |
| 7D | -2.8% | +6.6% | -9.4% | -3.9% |
| 30D | -5.3% | -15.3% | +10.0% | -3.3% |
| 3M | +7.2% | -35.4% | +42.6% | +13.3% |
| 6M | +51.0% | -46.8% | +97.8% | +60.9% |
| YTD | -1.2% | +25.9% | -27.1% | -14.3% |
| 1Y | -10.3% | +54.0% | -64.3% | -26.3% |
| 3Y | +22.2% | +315.6% | -293.4% | -27.1% |
| All | +22.2% | +318.4% | -296.1% | -27.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling