+88.5%
MA vs SIMO
+170.3%
-81.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -5.6% | +6.9% | +1.6% |
| 7D | +1.3% | +4.1% | -2.8% | +1.1% |
| 30D | +9.6% | -24.0% | +33.6% | +10.7% |
| 3M | +16.8% | -31.8% | +48.5% | +18.1% |
| 6M | +35.2% | -36.9% | +72.1% | +35.6% |
| YTD | +16.6% | +84.8% | -68.3% | +2.3% |
| 1Y | +19.8% | +99.0% | -79.2% | +4.0% |
| 3Y | +70.7% | +217.9% | -147.2% | +35.8% |
| All | +88.5% | +170.3% | -81.8% | +45.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling