+204.3%
MSI vs SITM
+4,532.8%
-4,328.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.1% | -1.2% | +0.7% |
| 7D | -1.8% | +4.8% | -6.6% | -2.2% |
| 30D | -0.6% | -9.7% | +9.1% | 0.0% |
| 3M | +13.0% | -9.3% | +22.4% | +12.8% |
| 6M | +0.5% | +69.5% | -69.0% | -6.6% |
| YTD | +21.7% | +70.5% | -48.8% | +12.3% |
| 1Y | -2.6% | +145.3% | -147.9% | -14.2% |
| 3Y | +69.7% | +432.8% | -363.1% | +29.0% |
| 5Y | +102.8% | +174.0% | -71.2% | +55.8% |
| All | +204.3% | +4,532.8% | -4,328.5% | +62.0% |
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