+15.9%
MS vs SIMO
+80.9%
-65.0%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +5.7% | -2.6% | +2.7% |
| 7D | +0.7% | -8.2% | +8.9% | +1.2% |
| 30D | -0.9% | -34.6% | +33.7% | +1.9% |
| 3M | -13.0% | -32.6% | +19.6% | -11.0% |
| 6M | -2.0% | -31.8% | +29.8% | -0.2% |
| YTD | +7.8% | +87.6% | -79.8% | -0.6% |
| All | +15.9% | +80.9% | -65.0% | +7.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling