+578.8%
MS vs SIMO
+436.4%
+142.5%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +5.7% | -2.6% | +2.0% |
| 7D | +0.7% | -8.2% | +8.9% | +2.0% |
| 30D | -0.9% | -34.6% | +33.7% | +6.6% |
| 3M | -13.0% | -32.6% | +19.6% | -8.1% |
| 6M | -2.0% | -31.8% | +29.8% | +0.9% |
| YTD | +7.8% | +87.6% | -79.8% | -16.0% |
| 1Y | +17.9% | +86.7% | -68.8% | -8.1% |
| 3Y | +174.8% | +227.4% | -52.7% | +79.4% |
| 5Y | +119.9% | +173.0% | -53.1% | +41.7% |
| 10Y | +578.8% | +409.6% | +169.2% | +228.1% |
| All | +578.8% | +436.4% | +142.5% | +228.1% |
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