+52.3%
MSFT vs SIMO
+214.6%
-162.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.2% | -5.1% | -1.3% |
| 7D | +1.7% | -22.0% | +23.7% | +3.5% |
| 30D | +0.2% | -43.0% | +43.2% | +4.3% |
| 3M | +6.4% | -39.1% | +45.5% | +9.5% |
| 6M | +28.7% | -33.3% | +62.0% | +27.9% |
| YTD | +10.4% | +77.0% | -66.6% | -8.8% |
| 1Y | +7.6% | +73.0% | -65.4% | -10.9% |
| 3Y | +52.3% | +215.7% | -163.4% | +3.0% |
| All | +52.3% | +214.6% | -162.3% | +3.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling