-10.3%
MSFU vs SIMO
+90.9%
-101.2%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.6% | +6.0% | +0.6% |
| 7D | -2.8% | +4.1% | -6.9% | -3.0% |
| 30D | -5.3% | -24.0% | +18.7% | -4.5% |
| 3M | +7.2% | -31.8% | +39.0% | +8.0% |
| 6M | +51.0% | -36.9% | +87.9% | +46.8% |
| YTD | -1.2% | +84.8% | -86.1% | -20.7% |
| 1Y | -10.3% | +99.0% | -109.3% | -29.9% |
| All | -10.3% | +90.9% | -101.2% | -29.9% |
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