+89.6%
MA vs SIMO
+171.3%
-81.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.2% | +0.5% |
| 7D | +1.8% | -16.0% | +17.8% | +2.5% |
| 30D | +11.8% | -35.8% | +47.6% | +14.0% |
| 3M | +17.2% | -26.5% | +43.6% | +17.9% |
| 6M | +33.4% | -33.0% | +66.4% | +33.0% |
| YTD | +16.1% | +84.3% | -68.2% | +2.1% |
| 1Y | +19.9% | +82.0% | -62.1% | +5.4% |
| 3Y | +70.1% | +218.5% | -148.4% | +35.5% |
| 5Y | +89.6% | +175.0% | -85.4% | +47.3% |
| All | +89.6% | +171.3% | -81.7% | +47.3% |
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