+445.3%
MP vs SIMO
+551.8%
-106.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +8.7% | -7.3% | -1.1% |
| 7D | -2.9% | +4.2% | -7.1% | -4.1% |
| 30D | +13.8% | +4.1% | +9.7% | +11.3% |
| 3M | -16.7% | -12.9% | -3.8% | -15.2% |
| 6M | -11.5% | +110.3% | -121.8% | -32.5% |
| YTD | +7.9% | +178.6% | -170.6% | -26.4% |
| 1Y | -15.0% | +220.0% | -235.0% | -45.3% |
| 3Y | +153.5% | +409.0% | -255.5% | +34.6% |
| 5Y | +58.7% | +277.3% | -218.7% | -10.0% |
| All | +445.3% | +551.8% | -106.5% | +141.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling