+85.8%
MSFU vs SIMO
+178.9%
-93.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +8.7% | -13.4% | -6.1% |
| 7D | -12.7% | +0.9% | -13.6% | -12.9% |
| 30D | -9.0% | -25.4% | +16.4% | -5.5% |
| 3M | +2.9% | -17.8% | +20.7% | +3.5% |
| 6M | +43.5% | -29.6% | +73.1% | +42.0% |
| YTD | -2.4% | +100.3% | -102.7% | -29.4% |
| 1Y | -13.5% | +100.4% | -113.9% | -37.6% |
| 3Y | +19.2% | +246.1% | -226.9% | -29.3% |
| All | +85.8% | +178.9% | -93.1% | +44.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling