+103.9%
MSFU vs SIMO
+161.2%
-57.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +5.7% | -0.2% | +4.6% |
| 7D | +14.6% | -8.2% | +22.8% | +15.7% |
| 30D | +2.1% | -34.6% | +36.7% | +8.3% |
| 3M | +14.7% | -32.6% | +47.3% | +19.2% |
| 6M | +55.7% | -31.8% | +87.5% | +54.6% |
| YTD | +7.1% | +87.6% | -80.5% | -21.7% |
| 1Y | -0.5% | +86.7% | -87.2% | -27.3% |
| 3Y | +35.7% | +227.4% | -191.7% | -18.7% |
| All | +103.9% | +161.2% | -57.3% | +60.3% |
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 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