-3.5%
MSFU vs SIMO
+94.5%
-98.0%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.5% | -9.6% | +23.1% | +13.8% |
| 7D | +8.2% | -16.9% | +25.1% | +8.8% |
| 30D | +10.2% | -35.4% | +45.6% | +11.4% |
| 3M | +22.9% | -31.9% | +54.8% | +23.8% |
| 6M | +63.2% | -19.3% | +82.5% | +56.0% |
| YTD | +11.7% | +98.5% | -86.7% | -9.1% |
| 1Y | -3.5% | +100.5% | -104.0% | -22.2% |
| All | -3.5% | +94.5% | -98.0% | -22.2% |
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 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