-86.8%
MSTU vs SIMO
+405.4%
-492.2%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | +6.2% | -14.8% | -11.0% |
| 7D | +16.1% | +14.6% | +1.5% | +9.0% |
| 30D | +68.7% | +6.2% | +62.4% | +61.5% |
| 3M | -11.0% | +3.6% | -14.5% | -18.0% |
| 6M | -33.4% | +130.8% | -164.2% | -68.2% |
| YTD | -59.5% | +195.8% | -255.3% | -86.0% |
| 1Y | -93.4% | +225.0% | -318.4% | -97.9% |
| All | -86.8% | +405.4% | -492.2% | -97.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling