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  • MA vs SIMO✓SelectedUSD · SIMOMA vs SIMO performance historyLatest closeAs of-1.11%09/04
Stock and ETF performance explorer

MA vs SIMO

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+13,824.2%
SIMO return
+2,405.7%
Excess return
+11,418.4%
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-1.1%+8.7%-9.8%-2.5%
7D-2.7%+4.2%-6.9%-3.4%
30D+1.5%+4.1%-2.6%+0.2%
3M+20.4%-12.9%+33.3%+20.1%
6M+11.1%+110.3%-99.2%-7.2%
YTD+2.0%+178.6%-176.6%-19.8%
1Y-2.2%+220.0%-222.1%-25.4%
3Y+41.9%+409.0%-367.1%-3.1%
5Y+75.4%+277.3%-202.0%+21.9%
10Y+527.5%+506.6%+20.9%+278.3%
All+13,824.2%+2,405.7%+11,418.4%+4,743.6%

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