-7.5%
MSCI vs SIMO
+269.6%
-277.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +8.7% | -9.0% | -0.9% |
| 7D | +0.4% | +4.2% | -3.8% | 0.0% |
| 30D | +0.6% | +4.1% | -3.5% | -0.1% |
| 3M | -7.1% | -12.9% | +5.8% | -7.2% |
| 6M | +0.8% | +110.3% | -109.5% | -12.8% |
| YTD | +1.0% | +178.6% | -177.6% | -17.6% |
| 1Y | +4.3% | +220.0% | -215.7% | -17.8% |
| 3Y | +9.9% | +409.0% | -399.1% | -23.1% |
| All | -7.5% | +269.6% | -277.0% | -30.4% |
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