+1,203.5%
MAR vs SIMO
+3,332.4%
-2,128.9%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +8.7% | -8.6% | -1.5% |
| 7D | -4.2% | +4.2% | -8.4% | -5.0% |
| 30D | -6.7% | +4.1% | -10.8% | -8.0% |
| 3M | -12.5% | -12.9% | +0.4% | -12.7% |
| 6M | +0.6% | +110.3% | -109.8% | -18.2% |
| YTD | +9.1% | +178.6% | -169.5% | -17.1% |
| 1Y | +26.2% | +220.0% | -193.8% | -7.5% |
| 3Y | +68.2% | +409.0% | -340.9% | +9.4% |
| 5Y | +163.9% | +277.3% | -113.4% | +75.9% |
| 10Y | +420.6% | +506.6% | -86.1% | +196.3% |
| All | +1,203.5% | +3,332.4% | -2,128.9% | +247.7% |
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