+759.7%
MSI vs SIMO
+3,332.4%
-2,572.7%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +8.7% | -9.6% | -2.0% |
| 7D | -3.7% | +4.2% | -7.9% | -4.3% |
| 30D | +6.8% | +4.1% | +2.7% | +5.8% |
| 3M | +14.3% | -12.9% | +27.2% | +14.2% |
| 6M | -1.6% | +110.3% | -111.9% | -15.2% |
| YTD | +22.8% | +178.6% | -155.8% | +0.6% |
| 1Y | -1.1% | +220.0% | -221.1% | -21.1% |
| 3Y | +70.5% | +409.0% | -338.6% | +23.9% |
| 5Y | +102.8% | +277.3% | -174.5% | +49.4% |
| 10Y | +597.4% | +506.6% | +90.8% | +351.4% |
| All | +759.7% | +3,332.4% | -2,572.7% | +205.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling