-90.3%
MSTU vs SIMO
+220.6%
-310.9%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +5.7% | -10.8% | -7.4% |
| 7D | -9.3% | -8.2% | -1.1% | -6.4% |
| 30D | -38.3% | -34.6% | -3.7% | -27.1% |
| 3M | +24.0% | -32.6% | +56.7% | +40.1% |
| 6M | -72.1% | -31.8% | -40.3% | -70.9% |
| YTD | -70.2% | +87.6% | -157.8% | -87.9% |
| 1Y | -89.6% | +86.7% | -176.3% | -95.7% |
| All | -90.3% | +220.6% | -310.9% | -97.7% |
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