-90.1%
MSTU vs SIMO
+92.3%
-182.3%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -2.3% | -10.7% | -12.5% |
| 7D | -23.0% | +14.9% | -37.9% | -25.1% |
| 30D | -47.7% | -27.0% | -20.7% | -44.9% |
| 3M | +12.5% | -25.4% | +37.9% | +17.0% |
| 6M | -76.1% | -30.3% | -45.8% | -75.3% |
| YTD | -75.5% | +95.8% | -171.3% | -82.4% |
| 1Y | -90.1% | +100.0% | -190.1% | -93.1% |
| All | -90.1% | +92.3% | -182.3% | -93.1% |
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