+42.7%
MKSI vs SIMO
+94.5%
-51.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -9.6% | +4.6% | -1.5% |
| 7D | -10.7% | -16.9% | +6.2% | -4.8% |
| 30D | -30.5% | -35.4% | +4.9% | -19.5% |
| 3M | -39.2% | -31.9% | -7.3% | -31.4% |
| 6M | -33.0% | -19.3% | -13.7% | -25.4% |
| YTD | +22.3% | +98.5% | -76.2% | +5.2% |
| 1Y | +42.7% | +100.5% | -57.8% | +21.7% |
| All | +42.7% | +94.5% | -51.8% | +21.7% |
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