+713.8%
MOD vs SIMO
+144.7%
+569.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -14.4% | +7.1% | -1.9% |
| 7D | -34.2% | -31.4% | -2.8% | -24.0% |
| 30D | -51.9% | -45.2% | -6.7% | -40.0% |
| 3M | -53.0% | -36.5% | -16.5% | -45.4% |
| 6M | -66.4% | -34.2% | -32.2% | -61.4% |
| YTD | -31.5% | +69.9% | -101.5% | -48.3% |
| 1Y | -39.6% | +60.4% | -100.0% | -53.0% |
| 3Y | +116.8% | +203.1% | -86.3% | +29.6% |
| 5Y | +713.8% | +145.4% | +568.4% | +388.4% |
| All | +713.8% | +144.7% | +569.1% | +388.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling