+37.2%
MSCI vs SIMO
+202.0%
-164.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -14.4% | +11.7% | -2.6% |
| 7D | +6.0% | -31.4% | +37.4% | +6.3% |
| 30D | +18.2% | -45.2% | +63.4% | +19.0% |
| 3M | +15.1% | -36.5% | +51.6% | +15.3% |
| 6M | +13.7% | -34.2% | +47.9% | +11.9% |
| YTD | +15.6% | +69.9% | -54.3% | -0.5% |
| 1Y | +16.3% | +60.4% | -44.1% | +0.9% |
| All | +37.2% | +202.0% | -164.8% | -7.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling