+23.6%
MGY vs SIMO
+221.6%
-198.0%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -5.6% | +7.2% | +1.9% |
| 7D | +4.5% | +4.1% | +0.4% | +4.2% |
| 30D | -0.4% | -24.0% | +23.6% | +1.0% |
| 3M | -4.3% | -31.8% | +27.4% | -2.7% |
| 6M | -12.9% | -36.9% | +24.0% | -11.8% |
| YTD | +15.2% | +84.8% | -69.6% | -0.6% |
| 1Y | +10.3% | +99.0% | -88.6% | -6.3% |
| 3Y | +23.6% | +217.9% | -194.3% | -13.6% |
| All | +23.6% | +221.6% | -198.0% | -13.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling