-89.3%
MSTU vs SIMO
+80.9%
-170.2%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +5.7% | -10.8% | -6.2% |
| 7D | -9.3% | -8.2% | -1.1% | -7.9% |
| 30D | -38.3% | -34.6% | -3.7% | -33.9% |
| 3M | +24.0% | -32.6% | +56.7% | +31.3% |
| 6M | -72.1% | -31.8% | -40.3% | -71.1% |
| YTD | -70.2% | +87.6% | -157.8% | -78.8% |
| All | -89.3% | +80.9% | -170.2% | -92.2% |
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