+15,692.2%
MA vs SIMO
+1,428.3%
+14,263.8%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -14.4% | +11.9% | -0.3% |
| 7D | +3.2% | -31.4% | +34.6% | +8.7% |
| 30D | +15.9% | -45.2% | +61.1% | +25.7% |
| 3M | +15.2% | -36.5% | +51.7% | +20.6% |
| 6M | +32.4% | -34.2% | +66.6% | +34.2% |
| YTD | +15.6% | +69.9% | -54.3% | -3.5% |
| 1Y | +19.3% | +60.4% | -41.1% | +0.4% |
| 3Y | +73.0% | +203.1% | -130.2% | +25.9% |
| 5Y | +93.7% | +145.4% | -51.7% | +41.2% |
| 10Y | +575.0% | +368.9% | +206.1% | +316.3% |
| All | +15,692.2% | +1,428.3% | +14,263.8% | +5,726.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling