+2,820.5%
MSFT vs SIMO
+3,332.4%
-511.9%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +8.7% | -10.7% | -3.2% |
| 7D | -2.7% | +4.2% | -6.9% | -3.4% |
| 30D | +2.7% | +4.1% | -1.4% | +1.5% |
| 3M | +17.0% | -12.9% | +29.8% | +16.8% |
| 6M | +23.8% | +110.3% | -86.5% | +6.3% |
| YTD | +4.0% | +178.6% | -174.6% | -15.0% |
| 1Y | -0.8% | +220.0% | -220.8% | -21.0% |
| 3Y | +55.6% | +409.0% | -353.4% | +13.7% |
| 5Y | +72.9% | +277.3% | -204.4% | +28.7% |
| 10Y | +875.8% | +506.6% | +369.2% | +551.3% |
| All | +2,820.5% | +3,332.4% | -511.9% | +1,175.1% |
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