+30.9%
MSFU vs SIMO
+214.6%
-183.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +4.2% | -6.0% | -2.5% |
| 7D | +2.5% | -22.0% | +24.5% | +6.1% |
| 30D | -1.3% | -43.0% | +41.8% | +6.8% |
| 3M | +8.6% | -39.1% | +47.8% | +14.9% |
| 6M | +48.4% | -33.3% | +81.7% | +46.0% |
| YTD | +1.6% | +77.0% | -75.4% | -30.7% |
| 1Y | -5.8% | +73.0% | -78.8% | -35.3% |
| 3Y | +30.9% | +215.7% | -184.8% | -36.0% |
| All | +30.9% | +214.6% | -183.7% | -36.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling