+110.3%
MO vs SIMO
+557.5%
-447.2%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.5% | +5.8% | +1.4% |
| 7D | -1.0% | +12.5% | -13.5% | -1.1% |
| 30D | +5.8% | +18.4% | -12.6% | +5.6% |
| 3M | -4.5% | +5.6% | -10.1% | -4.8% |
| 6M | +5.7% | +116.9% | -111.2% | +2.6% |
| YTD | +23.1% | +188.4% | -165.3% | +18.0% |
| 1Y | +10.9% | +221.3% | -210.4% | +5.6% |
| 3Y | +96.1% | +438.6% | -342.4% | +79.7% |
| 5Y | +100.1% | +287.9% | -187.8% | +84.3% |
| All | +110.3% | +557.5% | -447.2% | +73.2% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling