+45.4%
MSFT vs SIMO
+248.6%
-203.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +8.7% | -10.9% | -2.9% |
| 7D | -6.2% | +0.9% | -7.2% | -6.4% |
| 30D | -3.7% | -25.4% | +21.7% | -1.9% |
| 3M | +3.6% | -17.8% | +21.4% | +3.9% |
| 6M | +26.8% | -29.6% | +56.4% | +25.9% |
| YTD | +8.4% | +100.3% | -91.9% | -11.3% |
| 1Y | +3.3% | +100.4% | -97.1% | -15.7% |
| All | +45.4% | +248.6% | -203.1% | +0.3% |
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