+2,781.3%
MSCI vs SIMO
+932.1%
+1,849.1%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -14.4% | +11.7% | -0.2% |
| 7D | +6.0% | -31.4% | +37.4% | +12.6% |
| 30D | +18.2% | -45.2% | +63.4% | +29.7% |
| 3M | +15.1% | -36.5% | +51.6% | +21.2% |
| 6M | +13.7% | -34.2% | +47.9% | +14.9% |
| YTD | +15.6% | +69.9% | -54.3% | -7.4% |
| 1Y | +16.3% | +60.4% | -44.1% | -5.9% |
| 3Y | +36.9% | +203.1% | -166.2% | -6.6% |
| 5Y | +6.3% | +145.4% | -139.1% | -26.9% |
| 10Y | +823.0% | +368.9% | +454.1% | +420.3% |
| All | +2,781.3% | +932.1% | +1,849.1% | +662.1% |
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 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