+13.7%
MSCI vs SIMO
+80.9%
-67.2%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.7% | -4.8% | +1.2% |
| 7D | +1.5% | -8.2% | +9.6% | +1.0% |
| 30D | +14.4% | -34.6% | +49.0% | +12.0% |
| 3M | +15.2% | -32.6% | +47.8% | +13.3% |
| 6M | +11.2% | -31.8% | +43.0% | +9.3% |
| YTD | +13.9% | +87.6% | -73.7% | +9.7% |
| All | +13.7% | +80.9% | -67.2% | +9.1% |
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