+72.1%
MA vs SIMO
+214.6%
-142.5%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.2% | -4.6% | -0.6% |
| 7D | +2.3% | -22.0% | +24.3% | +2.7% |
| 30D | +14.7% | -43.0% | +57.7% | +16.0% |
| 3M | +13.5% | -39.1% | +52.6% | +14.4% |
| 6M | +33.1% | -33.3% | +66.4% | +31.7% |
| YTD | +15.1% | +77.0% | -61.9% | +1.6% |
| 1Y | +18.7% | +73.0% | -54.3% | +5.0% |
| 3Y | +72.1% | +215.7% | -143.6% | +32.7% |
| All | +72.1% | +214.6% | -142.5% | +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