+223.2%
MOD vs SIMO
+1,993.5%
-1,770.3%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -14.4% | +7.1% | -2.7% |
| 7D | -34.2% | -31.4% | -2.8% | -25.6% |
| 30D | -51.9% | -45.2% | -6.7% | -41.8% |
| 3M | -53.0% | -36.5% | -16.5% | -46.5% |
| 6M | -66.4% | -34.2% | -32.2% | -62.2% |
| YTD | -31.5% | +69.9% | -101.5% | -46.0% |
| 1Y | -39.6% | +60.4% | -100.0% | -51.2% |
| 3Y | +116.8% | +203.1% | -86.3% | +43.8% |
| 5Y | +713.8% | +145.4% | +568.4% | +445.9% |
| 10Y | +882.7% | +368.9% | +513.8% | +405.0% |
| All | +223.2% | +1,993.5% | -1,770.3% | -36.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling