+554.8%
MA vs SIMO
+436.4%
+118.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.7% | -5.2% | -0.2% |
| 7D | -0.3% | -8.2% | +7.8% | +0.4% |
| 30D | +11.3% | -34.6% | +45.9% | +16.5% |
| 3M | +16.7% | -32.6% | +49.3% | +20.3% |
| 6M | +32.8% | -31.8% | +64.6% | +33.2% |
| YTD | +15.6% | +87.6% | -72.0% | -6.8% |
| 1Y | +19.6% | +86.7% | -67.1% | -3.7% |
| 3Y | +72.1% | +227.4% | -155.3% | +18.4% |
| 5Y | +96.0% | +173.0% | -77.0% | +33.3% |
| 10Y | +554.8% | +409.6% | +145.1% | +238.2% |
| All | +554.8% | +436.4% | +118.4% | +238.2% |
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