+45.3%
MO vs SIMO
+94.5%
-49.1%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -9.6% | +11.0% | +0.6% |
| 7D | +6.9% | -16.9% | +23.8% | +5.5% |
| 30D | +14.9% | -35.4% | +50.3% | +11.6% |
| 3M | +16.4% | -31.9% | +48.3% | +14.0% |
| 6M | +9.6% | -19.3% | +28.9% | +8.8% |
| YTD | +41.8% | +98.5% | -56.6% | +47.6% |
| 1Y | +45.3% | +100.5% | -55.2% | +51.6% |
| All | +45.3% | +94.5% | -49.1% | +51.6% |
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