+94.4%
MO vs SIMO
+462.5%
-368.2%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +6.2% | -7.2% | -0.6% |
| 7D | -2.0% | +14.6% | -16.6% | -1.1% |
| 30D | -0.3% | +6.2% | -6.5% | +0.3% |
| 3M | -2.9% | +3.6% | -6.5% | -1.6% |
| 6M | +5.8% | +130.8% | -125.0% | +11.3% |
| YTD | +22.0% | +195.8% | -173.8% | +30.8% |
| 1Y | +10.7% | +225.0% | -214.3% | +19.5% |
| 3Y | +94.4% | +452.3% | -357.9% | +94.3% |
| All | +94.4% | +462.5% | -368.2% | +94.3% |
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