+92.3%
MGY vs SIMO
+287.2%
-194.9%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.5% | +4.2% | +0.1% |
| 7D | +1.8% | +12.5% | -10.7% | +0.6% |
| 30D | +6.5% | +18.4% | -11.9% | +4.6% |
| 3M | +0.3% | +5.6% | -5.3% | -1.5% |
| 6M | -2.4% | +116.9% | -119.3% | -13.9% |
| YTD | +29.0% | +188.4% | -159.4% | +7.9% |
| 1Y | +17.0% | +221.3% | -204.2% | -4.5% |
| 3Y | +26.2% | +438.6% | -412.4% | -8.3% |
| 5Y | +92.3% | +287.9% | -195.6% | +42.0% |
| All | +92.3% | +287.2% | -194.9% | +42.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling