+372.6%
MCO vs SIMO
+557.5%
-184.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.5% | +3.0% | -0.9% |
| 7D | -7.3% | +12.5% | -19.9% | -8.9% |
| 30D | -1.7% | +18.4% | -20.1% | -4.5% |
| 3M | +3.9% | +5.6% | -1.7% | +0.5% |
| 6M | +3.8% | +116.9% | -113.1% | -14.5% |
| YTD | -7.9% | +188.4% | -196.3% | -29.3% |
| 1Y | -6.8% | +221.3% | -228.1% | -30.7% |
| 3Y | +40.9% | +438.6% | -397.6% | -9.0% |
| 5Y | +27.5% | +287.9% | -260.4% | -15.4% |
| All | +372.6% | +557.5% | -184.9% | +143.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling