-34.6%
MP vs SIMO
+94.5%
-129.1%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -9.6% | +4.5% | -3.1% |
| 7D | -12.5% | -16.9% | +4.3% | -9.3% |
| 30D | -23.3% | -35.4% | +12.0% | -16.9% |
| 3M | -24.4% | -31.9% | +7.5% | -19.8% |
| 6M | -45.8% | -19.3% | -26.4% | -43.5% |
| YTD | -28.9% | +98.5% | -127.4% | -41.9% |
| 1Y | -34.6% | +100.5% | -135.1% | -47.2% |
| All | -34.6% | +94.5% | -129.1% | -47.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling