+753.4%
MOD vs SIMO
+154.7%
+598.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +4.2% | +1.6% | +4.2% |
| 7D | -25.5% | -22.0% | -3.6% | -18.0% |
| 30D | -49.0% | -43.0% | -6.0% | -37.3% |
| 3M | -49.8% | -39.1% | -10.7% | -40.7% |
| 6M | -64.8% | -33.3% | -31.5% | -59.9% |
| YTD | -27.6% | +77.0% | -104.6% | -46.2% |
| 1Y | -35.2% | +73.0% | -108.2% | -51.1% |
| 3Y | +137.1% | +215.7% | -78.6% | +39.6% |
| All | +753.4% | +154.7% | +598.8% | +414.4% |
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