+199.8%
MGY vs SIMO
+527.1%
-327.3%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +8.7% | -10.2% | -2.9% |
| 7D | +2.1% | +4.2% | -2.1% | +1.3% |
| 30D | +13.8% | +4.1% | +9.7% | +12.4% |
| 3M | -4.3% | -12.9% | +8.6% | -4.2% |
| 6M | -5.1% | +110.3% | -115.4% | -22.2% |
| YTD | +24.8% | +178.6% | -153.8% | -5.1% |
| 1Y | +11.8% | +220.0% | -208.2% | -18.5% |
| 3Y | +23.5% | +409.0% | -385.5% | -22.1% |
| 5Y | +87.5% | +277.3% | -189.8% | +21.3% |
| All | +199.8% | +527.1% | -327.3% | +46.3% |
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