+834.9%
MSCI vs SIMO
+423.7%
+411.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.3% | +0.7% | -1.2% |
| 7D | -0.7% | +14.9% | -15.5% | -2.5% |
| 30D | +16.2% | -27.0% | +43.2% | +20.0% |
| 3M | +16.1% | -25.4% | +41.5% | +18.3% |
| 6M | +12.9% | -30.3% | +43.2% | +12.6% |
| YTD | +14.8% | +95.8% | -81.0% | -10.6% |
| 1Y | +13.8% | +100.0% | -86.2% | -12.1% |
| 3Y | +31.2% | +238.3% | -207.0% | -14.0% |
| 5Y | +5.6% | +187.6% | -182.0% | -31.3% |
| All | +834.9% | +423.7% | +411.2% | +372.6% |
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 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