+259.1%
MP vs SIMO
+364.4%
-105.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -9.6% | +4.5% | -2.4% |
| 7D | -12.5% | -16.9% | +4.3% | -8.2% |
| 30D | -23.3% | -35.4% | +12.0% | -14.2% |
| 3M | -24.4% | -31.9% | +7.5% | -18.3% |
| 6M | -45.8% | -19.3% | -26.4% | -44.6% |
| YTD | -28.9% | +98.5% | -127.4% | -47.7% |
| 1Y | -34.6% | +100.5% | -135.1% | -52.1% |
| 3Y | +118.7% | +254.1% | -135.4% | +26.4% |
| 5Y | -3.1% | +187.4% | -190.4% | -41.7% |
| All | +259.1% | +364.4% | -105.3% | +71.8% |
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