+607.1%
MS vs SIMO
+379.7%
+227.4%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.2% | -4.7% | -1.4% |
| 7D | -1.6% | -22.0% | +20.4% | +2.8% |
| 30D | -3.8% | -43.0% | +39.3% | +6.4% |
| 3M | -14.6% | -39.1% | +24.5% | -8.0% |
| 6M | -5.1% | -33.3% | +28.2% | -1.9% |
| YTD | +4.5% | +77.0% | -72.4% | -17.6% |
| 1Y | +13.5% | +73.0% | -59.5% | -10.1% |
| 3Y | +160.4% | +215.7% | -55.3% | +70.9% |
| 5Y | +112.9% | +155.6% | -42.8% | +39.0% |
| All | +607.1% | +379.7% | +227.4% | +244.2% |
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