+674.5%
MSI vs SIMO
+434.7%
+239.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +5.7% | -3.1% | +2.2% |
| 7D | +8.3% | -8.5% | +16.8% | +8.9% |
| 30D | +18.9% | -34.8% | +53.7% | +22.5% |
| 3M | +13.2% | -32.8% | +46.1% | +15.6% |
| 6M | +38.3% | -32.0% | +70.3% | +39.1% |
| YTD | +38.9% | +87.0% | -48.2% | +20.8% |
| 1Y | +36.7% | +86.1% | -49.4% | +18.8% |
| 3Y | +76.6% | +226.4% | -149.9% | +37.8% |
| 5Y | +124.5% | +172.1% | -47.7% | +74.3% |
| 10Y | +674.5% | +408.0% | +266.5% | +388.6% |
| All | +674.5% | +434.7% | +239.8% | +388.6% |
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