+310.4%
MAS vs SIMO
+3,332.4%
-3,021.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +8.7% | -6.9% | +0.2% |
| 7D | -0.8% | +4.2% | -5.0% | -1.6% |
| 30D | -5.6% | +4.1% | -9.6% | -7.0% |
| 3M | +4.4% | -12.9% | +17.3% | +4.4% |
| 6M | +7.2% | +110.3% | -103.1% | -13.0% |
| YTD | +16.1% | +178.6% | -162.5% | -12.2% |
| 1Y | +0.1% | +220.0% | -219.9% | -27.0% |
| 3Y | +28.3% | +409.0% | -380.7% | -17.4% |
| 5Y | +30.5% | +277.3% | -246.9% | -14.2% |
| 10Y | +139.1% | +506.6% | -367.5% | +32.7% |
| All | +310.4% | +3,332.4% | -3,021.9% | +0.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling