+222.1%
MAS vs SIMO
+360.6%
-138.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -14.4% | +10.9% | -1.6% |
| 7D | +4.6% | -31.4% | +35.9% | +9.2% |
| 30D | +19.9% | -45.2% | +65.0% | +28.4% |
| 3M | +8.9% | -36.5% | +45.4% | +13.2% |
| 6M | +20.2% | -34.2% | +54.3% | +21.7% |
| YTD | +33.9% | +69.9% | -36.0% | +10.1% |
| 1Y | +34.7% | +60.4% | -25.7% | +11.9% |
| 3Y | +60.4% | +203.1% | -142.7% | +12.7% |
| 5Y | +43.5% | +145.4% | -102.0% | +0.9% |
| All | +222.1% | +360.6% | -138.5% | +73.8% |
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