-32.6%
MOD vs SIMO
+94.5%
-127.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | -9.6% | -11.8% | -18.4% |
| 7D | -31.3% | -16.9% | -14.5% | -26.9% |
| 30D | -46.1% | -35.4% | -10.7% | -38.7% |
| 3M | -51.1% | -31.9% | -19.3% | -45.8% |
| 6M | -62.1% | -19.3% | -42.7% | -58.3% |
| YTD | -26.2% | +98.5% | -124.7% | -31.5% |
| 1Y | -32.6% | +100.5% | -133.1% | -37.7% |
| All | -32.6% | +94.5% | -127.0% | -37.7% |
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 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