+1,256.7%
MCO vs SIMO
+3,544.2%
-2,287.4%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +6.2% | -8.7% | -3.5% |
| 7D | -2.7% | +14.6% | -17.3% | -5.2% |
| 30D | +0.9% | +6.2% | -5.3% | -0.8% |
| 3M | +8.7% | +3.6% | +5.1% | +4.9% |
| 6M | +2.4% | +130.8% | -128.4% | -17.6% |
| YTD | -5.2% | +195.8% | -200.9% | -28.0% |
| 1Y | -4.4% | +225.0% | -229.4% | -29.3% |
| 3Y | +45.1% | +452.3% | -407.2% | -5.5% |
| 5Y | +31.5% | +303.6% | -272.1% | -12.5% |
| 10Y | +380.7% | +528.8% | -148.0% | +176.0% |
| All | +1,256.7% | +3,544.2% | -2,287.4% | +275.8% |
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