+107.5%
MO vs SIMO
+588.4%
-480.8%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.1% | -2.5% | -0.4% |
| 7D | -2.4% | +14.5% | -16.9% | -2.5% |
| 30D | +3.6% | +20.4% | -16.8% | +3.4% |
| 3M | -3.7% | +7.1% | -10.8% | -3.9% |
| 6M | +4.5% | +129.2% | -124.7% | +1.3% |
| YTD | +21.5% | +201.9% | -180.4% | +16.4% |
| 1Y | +9.5% | +235.5% | -226.0% | +4.3% |
| 3Y | +93.6% | +463.8% | -370.3% | +77.2% |
| 5Y | +97.5% | +306.7% | -209.2% | +81.9% |
| All | +107.5% | +588.4% | -480.8% | +70.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling