+249.4%
MSI vs SITM
+3,319.5%
-3,070.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.5% | +5.7% | +0.6% |
| 7D | +3.2% | +6.6% | -3.4% | +2.6% |
| 30D | +17.6% | -15.3% | +32.9% | +18.7% |
| 3M | +14.5% | -35.4% | +49.9% | +17.8% |
| 6M | +34.3% | -46.8% | +81.0% | +39.2% |
| YTD | +39.7% | +25.9% | +13.9% | +31.4% |
| 1Y | +40.2% | +54.0% | -13.8% | +28.8% |
| 3Y | +77.1% | +315.6% | -238.4% | +36.6% |
| 5Y | +124.0% | +74.4% | +49.6% | +79.3% |
| All | +249.4% | +3,319.5% | -3,070.1% | +89.5% |
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 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