+966.8%
MOD vs SIMO
+434.7%
+532.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +5.7% | +4.2% | +7.8% |
| 7D | -13.9% | -8.5% | -5.5% | -10.6% |
| 30D | -41.5% | -34.8% | -6.7% | -31.8% |
| 3M | -45.7% | -32.8% | -12.9% | -38.3% |
| 6M | -61.1% | -32.0% | -29.1% | -56.3% |
| YTD | -20.5% | +87.0% | -107.5% | -41.1% |
| 1Y | -32.1% | +86.1% | -118.2% | -49.4% |
| 3Y | +146.5% | +226.4% | -79.9% | +49.0% |
| 5Y | +812.7% | +172.1% | +640.6% | +452.8% |
| 10Y | +966.8% | +408.0% | +558.8% | +394.1% |
| All | +966.8% | +434.7% | +532.1% | +394.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling