+72.2%
MSFU vs SITM
+530.5%
-458.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.1% | -0.2% | -1.9% |
| 7D | -3.2% | +8.4% | -11.5% | -4.9% |
| 30D | -3.1% | -17.4% | +14.3% | +0.1% |
| 3M | +35.3% | -9.8% | +45.1% | +34.1% |
| 6M | +31.6% | +83.0% | -51.4% | +7.3% |
| YTD | -9.5% | +69.6% | -79.1% | -26.6% |
| 1Y | -18.4% | +144.9% | -163.3% | -42.1% |
| 3Y | +26.9% | +429.9% | -402.9% | -36.1% |
| All | +72.2% | +530.5% | -458.2% | -25.5% |
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