+118.9%
MSI vs SIMO
+154.7%
-35.8%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.2% | -4.6% | -0.6% |
| 7D | +4.7% | -22.0% | +26.7% | +5.2% |
| 30D | +14.8% | -43.0% | +57.8% | +16.3% |
| 3M | +8.8% | -39.1% | +48.0% | +9.8% |
| 6M | +19.3% | -33.3% | +52.6% | +19.3% |
| YTD | +35.3% | +77.0% | -41.6% | +25.6% |
| 1Y | +33.8% | +73.0% | -39.2% | +24.3% |
| 3Y | +74.4% | +215.7% | -141.3% | +51.5% |
| All | +118.9% | +154.7% | -35.8% | +92.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling