+666.9%
MSI vs SIMO
+379.7%
+287.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.2% | -4.6% | -0.8% |
| 7D | +4.7% | -22.0% | +26.7% | +6.5% |
| 30D | +14.8% | -43.0% | +57.8% | +19.6% |
| 3M | +8.8% | -39.1% | +48.0% | +12.0% |
| 6M | +19.3% | -33.3% | +52.6% | +20.0% |
| YTD | +35.3% | +77.0% | -41.6% | +18.2% |
| 1Y | +33.8% | +73.0% | -39.2% | +17.1% |
| 3Y | +74.4% | +215.7% | -141.3% | +36.3% |
| 5Y | +120.5% | +155.6% | -35.1% | +72.2% |
| All | +666.9% | +379.7% | +287.2% | +385.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling