+785.4%
MSCI vs SIMO
+379.7%
+405.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +4.2% | -6.4% | -2.8% |
| 7D | +2.8% | -22.0% | +24.8% | +5.8% |
| 30D | +15.4% | -43.0% | +58.5% | +23.2% |
| 3M | +13.4% | -39.1% | +52.6% | +18.8% |
| 6M | +10.9% | -33.3% | +44.2% | +10.8% |
| YTD | +13.0% | +77.0% | -64.0% | -10.8% |
| 1Y | +12.0% | +73.0% | -61.0% | -11.3% |
| 3Y | +34.1% | +215.7% | -181.6% | -11.5% |
| 5Y | +3.9% | +155.6% | -151.7% | -31.1% |
| All | +785.4% | +379.7% | +405.7% | +356.9% |
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