-92.7%
MSTU vs SITM
+174.8%
-267.4%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +6.5% | -9.7% | -4.8% |
| 7D | +21.3% | +9.7% | +11.6% | +18.6% |
| 30D | +90.8% | +12.7% | +78.1% | +81.9% |
| 3M | -6.8% | -13.4% | +6.7% | -5.4% |
| 6M | -39.8% | +59.6% | -99.4% | -49.0% |
| YTD | -55.7% | +73.3% | -129.0% | -62.6% |
| 1Y | -92.7% | +165.5% | -258.2% | -94.3% |
| All | -92.7% | +174.8% | -267.4% | -94.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling