-88.0%
MSTU vs SITM
+310.4%
-398.4%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +5.5% | -2.0% | +0.3% |
| 7D | -16.6% | +3.9% | -20.4% | -18.4% |
| 30D | +69.7% | -6.6% | +76.3% | +74.4% |
| 3M | -7.5% | -11.9% | +4.4% | -7.3% |
| 6M | -43.1% | +81.1% | -124.3% | -68.1% |
| YTD | -63.0% | +80.0% | -143.0% | -81.7% |
| 1Y | -93.8% | +145.8% | -239.6% | -97.9% |
| All | -88.0% | +310.4% | -398.4% | -98.4% |
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