+515.5%
MAR vs SIMO
+436.4%
+79.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.7% | -5.5% | -0.7% |
| 7D | +0.2% | -8.2% | +8.4% | +1.1% |
| 30D | +14.0% | -34.6% | +48.6% | +20.4% |
| 3M | +18.1% | -32.6% | +50.7% | +22.7% |
| 6M | +18.6% | -31.8% | +50.4% | +19.7% |
| YTD | +35.3% | +87.6% | -52.4% | +6.7% |
| 1Y | +44.5% | +86.7% | -42.2% | +13.7% |
| 3Y | +120.7% | +227.4% | -106.7% | +47.0% |
| 5Y | +164.1% | +173.0% | -8.9% | +75.9% |
| 10Y | +515.5% | +409.6% | +105.9% | +224.4% |
| All | +515.5% | +436.4% | +79.1% | +224.4% |
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