+158.0%
MAR vs SIMO
+154.7%
+3.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.2% | -4.3% | -0.6% |
| 7D | +4.3% | -22.0% | +26.3% | +6.4% |
| 30D | +16.8% | -43.0% | +59.9% | +22.4% |
| 3M | +16.0% | -39.1% | +55.2% | +20.0% |
| 6M | +16.5% | -33.3% | +49.7% | +17.0% |
| YTD | +35.0% | +77.0% | -41.9% | +12.6% |
| 1Y | +49.4% | +73.0% | -23.6% | +24.8% |
| 3Y | +124.1% | +215.7% | -91.7% | +60.9% |
| All | +158.0% | +154.7% | +3.3% | +90.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling