+155.7%
MO vs SIMO
+394.4%
-238.7%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -5.6% | +6.5% | +0.9% |
| 7D | +3.3% | +4.1% | -0.8% | +3.3% |
| 30D | +7.5% | -24.0% | +31.5% | +7.6% |
| 3M | +22.8% | -31.8% | +54.5% | +22.8% |
| 6M | +13.4% | -36.9% | +50.2% | +13.3% |
| YTD | +43.0% | +84.8% | -41.8% | +36.9% |
| 1Y | +45.2% | +99.0% | -53.8% | +38.6% |
| 3Y | +145.5% | +217.9% | -72.4% | +125.6% |
| 5Y | +157.1% | +171.5% | -14.4% | +134.0% |
| All | +155.7% | +394.4% | -238.7% | +107.5% |
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