+254.1%
MP vs SIMO
+314.1%
-60.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +4.2% | +0.8% | +3.8% |
| 7D | -10.5% | -22.0% | +11.5% | -4.5% |
| 30D | -23.5% | -43.0% | +19.5% | -11.5% |
| 3M | -25.4% | -39.1% | +13.7% | -16.8% |
| 6M | -51.3% | -33.3% | -18.0% | -47.7% |
| YTD | -29.9% | +77.0% | -106.9% | -46.9% |
| 1Y | -31.8% | +73.0% | -104.9% | -47.9% |
| 3Y | +127.0% | +215.7% | -88.7% | +35.3% |
| 5Y | -3.3% | +155.6% | -158.9% | -40.0% |
| All | +254.1% | +314.1% | -60.0% | +74.7% |
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