+569.6%
MA vs SIMO
+453.3%
+116.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +8.7% | -8.4% | -0.8% |
| 7D | -1.8% | +0.9% | -2.7% | -2.1% |
| 30D | +11.0% | -25.4% | +36.4% | +14.2% |
| 3M | +17.9% | -17.8% | +35.6% | +18.3% |
| 6M | +33.2% | -29.6% | +62.7% | +33.2% |
| YTD | +16.5% | +100.3% | -83.8% | -6.9% |
| 1Y | +19.1% | +100.4% | -81.3% | -5.0% |
| 3Y | +70.6% | +246.1% | -175.5% | +16.6% |
| 5Y | +92.1% | +189.8% | -97.7% | +29.8% |
| 10Y | +569.6% | +434.6% | +135.0% | +244.1% |
| All | +569.6% | +453.3% | +116.3% | +244.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 SIMO 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