+70.1%
MA vs SIMO
+220.9%
-150.8%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.2% | +0.5% |
| 7D | +1.8% | -16.0% | +17.8% | +2.1% |
| 30D | +11.8% | -35.8% | +47.6% | +12.8% |
| 3M | +17.2% | -26.5% | +43.6% | +17.3% |
| 6M | +33.4% | -33.0% | +66.4% | +32.3% |
| YTD | +16.1% | +84.3% | -68.2% | +2.5% |
| 1Y | +19.9% | +82.0% | -62.1% | +5.9% |
| 3Y | +70.1% | +218.5% | -148.4% | +32.7% |
| All | +70.1% | +220.9% | -150.8% | +32.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling