+27.9%
MAS vs SIMO
-23.4%
+51.3%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -9.6% | +15.2% | +5.4% |
| 7D | +14.2% | -16.9% | +31.0% | +13.8% |
| 30D | +26.8% | -35.4% | +62.2% | +26.8% |
| 3M | +13.1% | -31.9% | +45.0% | +13.1% |
| 6M | +27.9% | -19.3% | +47.2% | +25.4% |
| All | +27.9% | -23.4% | +51.3% | +25.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling