-3.9%
MSFU vs SIMO
+80.9%
-84.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +5.7% | -0.2% | +5.2% |
| 7D | +14.6% | -8.2% | +22.8% | +14.8% |
| 30D | +2.1% | -34.6% | +36.7% | +3.3% |
| 3M | +14.7% | -32.6% | +47.3% | +15.6% |
| 6M | +55.7% | -31.8% | +87.5% | +50.6% |
| YTD | +7.1% | +87.6% | -80.5% | -14.1% |
| All | -3.9% | +80.9% | -84.8% | -23.2% |
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