+1,604.6%
MOD vs SIMO
+502.1%
+1,102.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +8.7% | -4.4% | +1.3% |
| 7D | +9.6% | +4.2% | +5.4% | +7.9% |
| 30D | 0.0% | +4.1% | -4.1% | -2.2% |
| 3M | -35.4% | -12.9% | -22.5% | -33.4% |
| 6M | -7.3% | +110.3% | -117.6% | -31.5% |
| YTD | +45.8% | +178.6% | -132.8% | -5.3% |
| 1Y | +43.1% | +220.0% | -176.9% | -11.7% |
| 3Y | +297.7% | +409.0% | -111.4% | +108.7% |
| 5Y | +1,478.8% | +277.3% | +1,201.4% | +758.8% |
| All | +1,604.6% | +502.1% | +1,102.4% | +643.5% |
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