+1,839.1%
MKSI vs SIMO
+3,620.3%
-1,781.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.1% | -1.1% | +0.4% |
| 7D | +6.6% | +14.5% | -7.9% | +2.4% |
| 30D | -8.2% | +20.4% | -28.6% | -13.3% |
| 3M | -16.4% | +7.1% | -23.5% | -18.4% |
| 6M | +23.0% | +129.2% | -106.3% | -6.9% |
| YTD | +68.2% | +201.9% | -133.8% | +16.6% |
| 1Y | +148.6% | +235.5% | -86.9% | +67.6% |
| 3Y | +196.0% | +463.8% | -267.9% | +75.2% |
| 5Y | +87.4% | +306.7% | -219.3% | +17.0% |
| 10Y | +523.8% | +579.5% | -55.6% | +234.6% |
| All | +1,839.1% | +3,620.3% | -1,781.2% | +485.0% |
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 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