+611.0%
MS vs SIMO
+360.6%
+250.4%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -14.4% | +8.4% | -3.1% |
| 7D | -3.4% | -31.4% | +28.0% | +3.5% |
| 30D | -3.9% | -45.2% | +41.3% | +7.0% |
| 3M | -15.9% | -36.5% | +20.6% | -10.3% |
| 6M | -2.5% | -34.2% | +31.7% | +1.0% |
| YTD | +5.1% | +69.9% | -64.8% | -16.5% |
| 1Y | +13.0% | +60.4% | -47.5% | -9.0% |
| 3Y | +160.7% | +203.1% | -42.5% | +72.5% |
| 5Y | +114.0% | +145.4% | -31.4% | +40.9% |
| All | +611.0% | +360.6% | +250.4% | +248.9% |
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 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