+207.1%
MSI vs SITM
+4,608.4%
-4,401.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +6.5% | -7.4% | -1.5% |
| 7D | -3.7% | +9.7% | -13.4% | -4.5% |
| 30D | +6.8% | +12.7% | -5.9% | +5.2% |
| 3M | +14.3% | -13.4% | +27.7% | +14.5% |
| 6M | -1.6% | +59.6% | -61.2% | -8.1% |
| YTD | +22.8% | +73.3% | -50.5% | +13.2% |
| 1Y | -1.1% | +165.5% | -166.7% | -13.6% |
| 3Y | +70.5% | +368.7% | -298.2% | +31.8% |
| 5Y | +102.8% | +172.5% | -69.7% | +55.9% |
| All | +207.1% | +4,608.4% | -4,401.3% | +63.2% |
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