+920.4%
MSFT vs SIMO
+436.4%
+484.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +5.7% | -2.9% | +1.8% |
| 7D | +7.5% | -8.2% | +15.7% | +8.6% |
| 30D | +1.9% | -34.6% | +36.5% | +8.1% |
| 3M | +9.2% | -32.6% | +41.9% | +13.8% |
| 6M | +31.9% | -31.8% | +63.7% | +33.1% |
| YTD | +13.4% | +87.6% | -74.2% | -10.5% |
| 1Y | +10.6% | +86.7% | -76.0% | -12.8% |
| 3Y | +54.7% | +227.4% | -172.8% | +3.3% |
| 5Y | +69.1% | +173.0% | -103.9% | +12.5% |
| 10Y | +920.4% | +409.6% | +510.8% | +418.2% |
| All | +920.4% | +436.4% | +484.0% | +418.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling