+9.0%
MSFT vs SIMO
+94.5%
-85.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -9.6% | +16.3% | +6.8% |
| 7D | +4.7% | -16.9% | +21.5% | +5.0% |
| 30D | +5.8% | -35.4% | +41.2% | +6.4% |
| 3M | +13.0% | -31.9% | +44.9% | +13.5% |
| 6M | +34.9% | -19.3% | +54.2% | +31.8% |
| YTD | +15.7% | +98.5% | -82.8% | +4.1% |
| 1Y | +9.0% | +100.5% | -91.6% | -2.4% |
| All | +9.0% | +94.5% | -85.5% | -2.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling