-87.2%
MSTU vs SITM
+47.5%
-134.7%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -9.4% | +19.7% | +12.6% |
| 7D | -4.8% | -19.5% | +14.7% | +0.4% |
| 30D | -29.6% | -43.2% | +13.6% | -19.5% |
| 3M | +69.4% | -30.8% | +100.2% | +83.9% |
| 6M | -62.2% | -28.6% | -33.7% | -58.7% |
| YTD | -61.1% | +14.2% | -75.2% | -57.9% |
| 1Y | -87.2% | +44.4% | -131.5% | -86.1% |
| All | -87.2% | +47.5% | -134.7% | -86.1% |
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