+136.1%
MO vs SIMO
+230.1%
-94.0%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.7% | -6.1% | 0.0% |
| 7D | -1.8% | -8.2% | +6.4% | -2.2% |
| 30D | +5.8% | -34.6% | +40.4% | +3.0% |
| 3M | +12.7% | -32.6% | +45.3% | +10.4% |
| 6M | +14.8% | -31.8% | +46.6% | +13.7% |
| YTD | +37.8% | +87.6% | -49.8% | +45.3% |
| 1Y | +39.5% | +86.7% | -47.2% | +47.0% |
| 3Y | +136.1% | +227.4% | -91.4% | +143.7% |
| All | +136.1% | +230.1% | -94.0% | +143.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling