+67.5%
MAS vs SIMO
+252.8%
-185.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -9.6% | +15.2% | +6.0% |
| 7D | +14.2% | -16.9% | +31.0% | +14.8% |
| 30D | +26.8% | -35.4% | +62.2% | +29.0% |
| 3M | +13.1% | -31.9% | +45.0% | +14.4% |
| 6M | +27.9% | -19.3% | +47.2% | +26.7% |
| YTD | +38.7% | +98.5% | -59.8% | +20.2% |
| 1Y | +40.4% | +100.5% | -60.1% | +21.1% |
| All | +67.5% | +252.8% | -185.4% | +14.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling