+191.2%
MKSI vs SIMO
+443.5%
-252.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.5% | +2.2% | -0.1% |
| 7D | +4.9% | +12.5% | -7.7% | -1.2% |
| 30D | -11.0% | +18.4% | -29.4% | -18.6% |
| 3M | -17.1% | +5.6% | -22.7% | -20.6% |
| 6M | +16.4% | +116.9% | -100.5% | -30.2% |
| YTD | +64.3% | +188.4% | -124.1% | -23.8% |
| 1Y | +137.7% | +221.3% | -83.5% | +0.1% |
| All | +191.2% | +443.5% | -252.2% | -19.0% |
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 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