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  • MA vs SIMO✓SelectedUSD · SIMOMA vs SIMO performance historyLatest closeAs of-2.49%11/05
Stock and ETF performance explorer

MA vs SIMO

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+15,692.2%
SIMO return
+1,428.3%
Excess return
+14,263.8%
Maximum drawdown
-62.7%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioSIMOExcessAlpha
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