+72.1%
MSI vs SIMO
+418.6%
-346.5%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +8.7% | -9.6% | -1.0% |
| 7D | -3.7% | +4.2% | -7.9% | -3.8% |
| 30D | +6.8% | +4.1% | +2.7% | +6.7% |
| 3M | +14.3% | -12.9% | +27.2% | +14.4% |
| 6M | -1.6% | +110.3% | -111.9% | -5.8% |
| YTD | +22.8% | +178.6% | -155.8% | +14.6% |
| 1Y | -1.1% | +220.0% | -221.1% | -9.3% |
| All | +72.1% | +418.6% | -346.5% | +44.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling