+595.0%
MSI vs SIMO
+515.6%
+79.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +6.2% | -7.3% | -1.6% |
| 7D | -5.8% | +14.6% | -20.4% | -7.0% |
| 30D | -1.0% | +6.2% | -7.2% | -1.9% |
| 3M | +14.2% | +3.6% | +10.6% | +12.4% |
| 6M | +1.0% | +130.8% | -129.7% | -11.1% |
| YTD | +21.5% | +195.8% | -174.3% | +2.7% |
| 1Y | -2.1% | +225.0% | -227.1% | -18.8% |
| 3Y | +69.3% | +452.3% | -383.0% | +27.2% |
| 5Y | +99.3% | +303.6% | -204.3% | +52.3% |
| 10Y | +595.0% | +528.8% | +66.3% | +347.0% |
| All | +595.0% | +515.6% | +79.4% | +347.0% |
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