+274.5%
MP vs SIMO
+358.1%
-83.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.3% | +4.2% | +2.6% |
| 7D | +11.0% | +14.9% | -3.9% | +6.7% |
| 30D | -11.7% | -27.0% | +15.3% | -4.6% |
| 3M | -30.8% | -25.4% | -5.4% | -26.7% |
| 6M | -42.9% | -30.3% | -12.6% | -39.5% |
| YTD | -25.9% | +95.8% | -121.7% | -45.4% |
| 1Y | -37.3% | +100.0% | -137.3% | -54.1% |
| 3Y | +150.7% | +238.3% | -87.6% | +46.6% |
| 5Y | -19.3% | +187.6% | -206.8% | -51.6% |
| All | +274.5% | +358.1% | -83.6% | +79.5% |
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