-87.2%
MSTU vs SIMO
+94.5%
-181.6%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -9.6% | +19.9% | +12.0% |
| 7D | -4.8% | -16.9% | +12.0% | -1.8% |
| 30D | -29.6% | -35.4% | +5.8% | -24.6% |
| 3M | +69.4% | -31.9% | +101.3% | +78.3% |
| 6M | -62.2% | -19.3% | -42.9% | -62.1% |
| YTD | -61.1% | +98.5% | -159.5% | -74.2% |
| 1Y | -87.2% | +100.5% | -187.7% | -91.6% |
| All | -87.2% | +94.5% | -181.6% | -91.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling