+906.4%
MOD vs SIMO
+379.7%
+526.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +4.2% | +1.6% | +4.2% |
| 7D | -25.5% | -22.0% | -3.6% | -18.3% |
| 30D | -49.0% | -43.0% | -6.0% | -37.7% |
| 3M | -49.8% | -39.1% | -10.7% | -41.0% |
| 6M | -64.8% | -33.3% | -31.5% | -60.1% |
| YTD | -27.6% | +77.0% | -104.6% | -45.4% |
| 1Y | -35.2% | +73.0% | -108.2% | -50.5% |
| 3Y | +137.1% | +215.7% | -78.6% | +45.1% |
| 5Y | +760.3% | +155.6% | +604.6% | +432.0% |
| All | +906.4% | +379.7% | +526.7% | +373.3% |
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 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