+847.5%
MSCI vs SIMO
+394.4%
+453.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -5.6% | +6.9% | +2.1% |
| 7D | +3.0% | +4.1% | -1.1% | +2.4% |
| 30D | +17.8% | -24.0% | +41.8% | +20.9% |
| 3M | +15.2% | -31.8% | +47.0% | +18.8% |
| 6M | +16.5% | -36.9% | +53.4% | +17.9% |
| YTD | +16.4% | +84.8% | -68.5% | -8.8% |
| 1Y | +16.8% | +99.0% | -82.2% | -10.2% |
| 3Y | +35.8% | +217.9% | -182.2% | -10.3% |
| 5Y | +7.0% | +171.5% | -164.5% | -29.9% |
| All | +847.5% | +394.4% | +453.1% | +382.3% |
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