+4.9%
MSCI vs SIMO
+170.7%
-165.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.7% | -4.8% | +0.5% |
| 7D | +1.5% | -8.2% | +9.6% | +1.8% |
| 30D | +14.4% | -34.6% | +49.0% | +17.0% |
| 3M | +15.2% | -32.6% | +47.8% | +17.0% |
| 6M | +11.2% | -31.8% | +43.0% | +10.6% |
| YTD | +13.9% | +87.6% | -73.7% | -5.1% |
| 1Y | +12.5% | +86.7% | -74.2% | -6.4% |
| 3Y | +32.3% | +227.4% | -195.2% | -4.6% |
| 5Y | +4.9% | +173.0% | -168.1% | -25.2% |
| All | +4.9% | +170.7% | -165.9% | -25.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling