-1.1%
MSI vs SIMO
+226.2%
-227.3%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +8.7% | -9.6% | -0.7% |
| 7D | -3.7% | +4.2% | -7.9% | -3.6% |
| 30D | +6.8% | +4.1% | +2.7% | +6.9% |
| 3M | +14.3% | -12.9% | +27.2% | +14.2% |
| 6M | -1.6% | +110.3% | -111.9% | -1.6% |
| YTD | +22.8% | +178.6% | -155.8% | +22.3% |
| 1Y | -1.1% | +220.0% | -221.1% | -1.3% |
| All | -1.1% | +226.2% | -227.3% | -1.3% |
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 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