+9.5%
MO vs SIMO
+234.0%
-224.4%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.1% | -2.5% | -0.3% |
| 7D | -2.4% | +14.5% | -16.9% | -1.4% |
| 30D | +3.6% | +20.4% | -16.8% | +5.2% |
| 3M | -3.7% | +7.1% | -10.8% | -2.0% |
| 6M | +4.5% | +129.2% | -124.7% | +9.9% |
| YTD | +21.5% | +201.9% | -180.4% | +32.3% |
| 1Y | +9.5% | +235.5% | -226.0% | +23.2% |
| All | +9.5% | +234.0% | -224.4% | +23.2% |
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 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