-93.8%
MSTU vs SITM
+155.7%
-249.5%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +5.5% | -2.0% | +2.2% |
| 7D | -16.6% | +3.9% | -20.4% | -17.4% |
| 30D | +69.7% | -6.6% | +76.3% | +71.9% |
| 3M | -7.5% | -11.9% | +4.4% | -6.6% |
| 6M | -43.1% | +81.1% | -124.3% | -52.7% |
| YTD | -63.0% | +80.0% | -143.0% | -69.2% |
| 1Y | -93.8% | +145.8% | -239.6% | -95.4% |
| All | -93.8% | +155.7% | -249.5% | -95.4% |
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 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