+157.0%
MKSI vs SIMO
+226.2%
-69.2%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +8.7% | -4.4% | +1.2% |
| 7D | +1.8% | +4.2% | -2.5% | +0.3% |
| 30D | -16.8% | +4.1% | -20.9% | -18.6% |
| 3M | -21.1% | -12.9% | -8.2% | -18.4% |
| 6M | +10.8% | +110.3% | -99.5% | -12.2% |
| YTD | +63.3% | +178.6% | -115.2% | +6.9% |
| 1Y | +157.0% | +220.0% | -63.0% | +52.8% |
| All | +157.0% | +226.2% | -69.2% | +52.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling