+2,417.1%
MSCI vs SIMO
+1,592.2%
+824.9%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +8.7% | -9.0% | -1.9% |
| 7D | +0.4% | +4.2% | -3.8% | -0.5% |
| 30D | +0.6% | +4.1% | -3.5% | -1.0% |
| 3M | -7.1% | -12.9% | +5.8% | -7.8% |
| 6M | +0.8% | +110.3% | -109.5% | -19.0% |
| YTD | +1.0% | +178.6% | -177.6% | -24.4% |
| 1Y | +4.3% | +220.0% | -215.7% | -24.8% |
| 3Y | +9.9% | +409.0% | -399.1% | -30.2% |
| 5Y | -6.8% | +277.3% | -284.1% | -39.3% |
| 10Y | +614.7% | +506.6% | +108.0% | +293.8% |
| All | +2,417.1% | +1,592.2% | +824.9% | +522.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling