+77.1%
MSI vs SIMO
+221.6%
-144.5%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.6% | +5.7% | +0.2% |
| 7D | +3.2% | +4.1% | -0.9% | +3.2% |
| 30D | +17.6% | -24.0% | +41.6% | +17.7% |
| 3M | +14.5% | -31.8% | +46.3% | +14.5% |
| 6M | +34.3% | -36.9% | +71.1% | +34.2% |
| YTD | +39.7% | +84.8% | -45.1% | +31.0% |
| 1Y | +40.2% | +99.0% | -58.8% | +30.6% |
| 3Y | +77.1% | +217.9% | -140.8% | +56.5% |
| All | +77.1% | +221.6% | -144.5% | +56.5% |
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