+104.6%
MSI vs SITM
+187.3%
-82.7%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.5% | -5.1% | +0.1% |
| 7D | -0.4% | +3.9% | -4.3% | -0.7% |
| 30D | -0.8% | -6.6% | +5.8% | -0.5% |
| 3M | +13.9% | -11.9% | +25.8% | +14.0% |
| 6M | +1.3% | +81.1% | -79.8% | -5.6% |
| YTD | +22.3% | +80.0% | -57.7% | +13.4% |
| 1Y | -3.9% | +145.8% | -149.7% | -14.1% |
| 3Y | +69.9% | +475.9% | -406.0% | +30.0% |
| All | +104.6% | +187.3% | -82.7% | +56.6% |
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