-15.1%
MP vs SIMO
+154.7%
-169.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -11.6% |
| 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% | -47.1% |
| 1Y | -31.8% | +73.0% | -104.9% | -48.2% |
| 3Y | +127.0% | +215.7% | -88.7% | +32.5% |
| All | -15.1% | +154.7% | -169.7% | -46.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling