+35.3%
MAS vs SIMO
+269.6%
-234.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +8.7% | -6.9% | +1.1% |
| 7D | -0.8% | +4.2% | -5.0% | -1.1% |
| 30D | -5.6% | +4.1% | -9.6% | -6.2% |
| 3M | +4.4% | -12.9% | +17.3% | +4.6% |
| 6M | +7.2% | +110.3% | -103.1% | -4.4% |
| YTD | +16.1% | +178.6% | -162.5% | -2.0% |
| 1Y | +0.1% | +220.0% | -219.9% | -17.9% |
| 3Y | +28.3% | +409.0% | -380.7% | -5.0% |
| All | +35.3% | +269.6% | -234.3% | +2.4% |
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 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