+76.3%
MSFU vs SIMO
+287.9%
-211.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +8.7% | -12.9% | -5.6% |
| 7D | -5.7% | +4.2% | -9.9% | -6.5% |
| 30D | +4.2% | +4.1% | +0.1% | +2.6% |
| 3M | +27.9% | -12.9% | +40.8% | +26.1% |
| 6M | +37.1% | +110.3% | -73.2% | +5.5% |
| YTD | -7.4% | +178.6% | -185.9% | -35.4% |
| 1Y | -19.6% | +220.0% | -239.6% | -46.8% |
| 3Y | +33.2% | +409.0% | -375.8% | -24.5% |
| All | +76.3% | +287.9% | -211.5% | +32.3% |
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 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