+13,824.2%
MA vs SIMO
+2,405.7%
+11,418.4%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 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