+390.2%
MAS vs SIMO
+2,345.4%
-1,955.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -9.6% | +15.2% | +7.4% |
| 7D | +14.2% | -16.9% | +31.0% | +17.5% |
| 30D | +26.8% | -35.4% | +62.2% | +35.6% |
| 3M | +13.1% | -31.9% | +45.0% | +18.1% |
| 6M | +27.9% | -19.3% | +47.2% | +26.1% |
| YTD | +38.7% | +98.5% | -59.8% | +9.4% |
| 1Y | +40.4% | +100.5% | -60.1% | +10.2% |
| 3Y | +66.1% | +254.1% | -188.0% | +12.3% |
| 5Y | +47.4% | +187.4% | -140.0% | -0.2% |
| 10Y | +238.3% | +447.7% | -209.4% | +87.1% |
| All | +390.2% | +2,345.4% | -1,955.3% | +25.7% |
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