+1,513.7%
MO vs SIMO
+3,332.4%
-1,818.7%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +8.7% | -9.6% | -1.2% |
| 7D | +0.3% | +4.2% | -3.9% | +0.1% |
| 30D | +0.6% | +4.1% | -3.4% | +0.3% |
| 3M | -1.0% | -12.9% | +11.9% | -1.0% |
| 6M | +4.3% | +110.3% | -106.0% | -0.7% |
| YTD | +23.3% | +178.6% | -155.3% | +15.4% |
| 1Y | +10.5% | +220.0% | -209.5% | +2.4% |
| 3Y | +96.3% | +409.0% | -312.8% | +75.6% |
| 5Y | +98.9% | +277.3% | -178.4% | +78.7% |
| 10Y | +103.6% | +506.6% | -403.0% | +73.5% |
| All | +1,513.7% | +3,332.4% | -1,818.7% | +1,007.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling