-87.5%
MSTU vs SITM
+280.8%
-368.4%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.5% | -3.9% | -4.5% |
| 7D | +12.9% | +3.7% | +9.2% | +10.5% |
| 30D | +68.3% | -14.5% | +82.9% | +82.6% |
| 3M | +0.4% | -10.6% | +10.9% | -1.0% |
| 6M | -41.5% | +65.5% | -107.0% | -65.2% |
| YTD | -61.7% | +67.0% | -128.7% | -80.1% |
| 1Y | -93.7% | +138.6% | -232.3% | -97.9% |
| All | -87.5% | +280.8% | -368.4% | -98.2% |
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