+537.5%
MAR vs SIMO
+395.4%
+142.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.7% | +4.4% | +2.9% |
| 7D | +2.9% | -16.0% | +18.9% | +5.2% |
| 30D | +17.0% | -35.8% | +52.8% | +23.9% |
| 3M | +23.2% | -26.5% | +49.6% | +26.2% |
| 6M | +21.7% | -33.0% | +54.8% | +23.2% |
| YTD | +38.9% | +84.3% | -45.5% | +9.8% |
| 1Y | +48.7% | +82.0% | -33.3% | +17.6% |
| 3Y | +122.9% | +218.5% | -95.6% | +49.2% |
| 5Y | +177.5% | +175.0% | +2.5% | +84.0% |
| 10Y | +537.5% | +407.5% | +130.0% | +236.8% |
| All | +537.5% | +395.4% | +142.1% | +236.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling