-92.7%
MSTU vs SIMO
+226.2%
-318.9%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +8.7% | -11.9% | -4.9% |
| 7D | +21.3% | +4.2% | +17.1% | +20.1% |
| 30D | +90.8% | +4.1% | +86.7% | +87.1% |
| 3M | -6.8% | -12.9% | +6.1% | -6.3% |
| 6M | -39.8% | +110.3% | -150.2% | -59.7% |
| YTD | -55.7% | +178.6% | -234.3% | -78.5% |
| 1Y | -92.7% | +220.0% | -312.7% | -96.9% |
| All | -92.7% | +226.2% | -318.9% | -96.9% |
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