+92.3%
MA vs SIMO
+154.7%
-62.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.2% | -4.6% | -0.7% |
| 7D | +2.3% | -22.0% | +24.3% | +3.3% |
| 30D | +14.7% | -43.0% | +57.7% | +17.6% |
| 3M | +13.5% | -39.1% | +52.6% | +15.5% |
| 6M | +33.1% | -33.3% | +66.4% | +32.5% |
| YTD | +15.1% | +77.0% | -61.9% | +1.5% |
| 1Y | +18.7% | +73.0% | -54.3% | +4.8% |
| 3Y | +72.1% | +215.7% | -143.6% | +37.2% |
| All | +92.3% | +154.7% | -62.4% | +52.0% |
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