+140.2%
MAS vs SIMO
+502.1%
-362.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +8.7% | -6.9% | +0.6% |
| 7D | -0.8% | +4.2% | -5.0% | -1.4% |
| 30D | -5.6% | +4.1% | -9.6% | -6.6% |
| 3M | +4.4% | -12.9% | +17.3% | +4.5% |
| 6M | +7.2% | +110.3% | -103.1% | -9.9% |
| YTD | +16.1% | +178.6% | -162.5% | -8.9% |
| 1Y | +0.1% | +220.0% | -219.9% | -24.2% |
| 3Y | +28.3% | +409.0% | -380.7% | -14.3% |
| 5Y | +30.5% | +277.3% | -246.9% | -11.0% |
| All | +140.2% | +502.1% | -362.0% | +30.0% |
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