+76.3%
MSFU vs SITM
+544.3%
-468.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +6.5% | -10.7% | -5.5% |
| 7D | -5.7% | +9.7% | -15.4% | -7.6% |
| 30D | +4.2% | +12.7% | -8.5% | +0.1% |
| 3M | +27.9% | -13.4% | +41.3% | +27.8% |
| 6M | +37.1% | +59.6% | -22.5% | +15.3% |
| YTD | -7.4% | +73.3% | -80.7% | -25.2% |
| 1Y | -19.6% | +165.5% | -185.2% | -44.3% |
| 3Y | +33.2% | +368.7% | -335.5% | -29.6% |
| All | +76.3% | +544.3% | -468.0% | -24.0% |
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 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