+808.5%
MS vs SIMO
+502.1%
+306.4%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +8.7% | -8.4% | -1.5% |
| 7D | +1.4% | +4.2% | -2.9% | +0.4% |
| 30D | -0.3% | +4.1% | -4.3% | -1.9% |
| 3M | +0.3% | -12.9% | +13.2% | +0.7% |
| 6M | +31.3% | +110.3% | -79.0% | +5.0% |
| YTD | +24.7% | +178.6% | -153.9% | -8.2% |
| 1Y | +47.9% | +220.0% | -172.1% | +4.4% |
| 3Y | +178.3% | +409.0% | -230.7% | +70.0% |
| 5Y | +144.9% | +277.3% | -132.4% | +52.7% |
| All | +808.5% | +502.1% | +306.4% | +332.4% |
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