+606.5%
MS vs SIMO
+2,345.4%
-1,739.0%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -9.6% | +13.8% | +6.8% |
| 7D | +2.6% | -16.9% | +19.5% | +7.2% |
| 30D | +2.6% | -35.4% | +38.0% | +13.9% |
| 3M | -10.1% | -31.9% | +21.8% | -3.7% |
| 6M | +4.4% | -19.3% | +23.7% | +3.5% |
| YTD | +11.7% | +98.5% | -86.7% | -19.4% |
| 1Y | +20.9% | +100.5% | -79.6% | -13.2% |
| 3Y | +177.1% | +254.1% | -76.9% | +61.8% |
| 5Y | +127.7% | +187.4% | -59.7% | +32.3% |
| 10Y | +684.1% | +447.7% | +236.4% | +240.4% |
| All | +606.5% | +2,345.4% | -1,739.0% | -5.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling