+149.3%
MO vs SIMO
+453.3%
-304.0%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +8.7% | -7.3% | +1.4% |
| 7D | -0.8% | +0.9% | -1.7% | -0.8% |
| 30D | +8.0% | -25.4% | +33.4% | +8.1% |
| 3M | +20.9% | -17.8% | +38.7% | +20.7% |
| 6M | +16.3% | -29.6% | +45.9% | +16.1% |
| YTD | +40.7% | +100.3% | -59.6% | +34.7% |
| 1Y | +41.5% | +100.4% | -58.9% | +35.4% |
| 3Y | +141.5% | +246.1% | -104.6% | +121.8% |
| 5Y | +153.1% | +189.8% | -36.7% | +130.7% |
| 10Y | +149.3% | +434.6% | -285.3% | +102.2% |
| All | +149.3% | +453.3% | -304.0% | +102.2% |
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 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