+44.4%
SITM vs MTB
+27.0%
+17.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | +1.2% | -10.5% | -9.9% |
| 7D | -19.5% | +2.0% | -21.6% | -20.4% |
| 30D | -43.2% | +2.9% | -46.1% | -44.1% |
| 3M | -30.8% | -10.7% | -20.2% | -26.6% |
| 6M | -28.6% | +6.3% | -34.9% | -33.1% |
| YTD | +14.2% | +13.8% | +0.4% | -1.2% |
| 1Y | +44.4% | +27.7% | +16.6% | +6.1% |
| All | +44.4% | +27.0% | +17.4% | +6.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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