-38.5%
MP vs SIMO
+96.7%
-135.2%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +8.7% | -7.9% | -1.2% |
| 7D | +2.3% | +0.9% | +1.4% | +1.9% |
| 30D | -15.3% | -25.4% | +10.1% | -10.7% |
| 3M | -33.5% | -17.8% | -15.8% | -31.9% |
| 6M | -45.5% | -29.6% | -16.0% | -42.7% |
| YTD | -27.3% | +100.3% | -127.6% | -41.9% |
| All | -38.5% | +96.7% | -135.2% | -51.7% |
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 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