-89.8%
MSTU vs SIMO
+202.4%
-292.2%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.2% | -5.6% | -3.1% |
| 7D | -4.3% | -22.0% | +17.7% | +5.4% |
| 30D | -34.6% | -43.0% | +8.5% | -18.4% |
| 3M | +39.0% | -39.1% | +78.2% | +64.0% |
| 6M | -70.5% | -33.3% | -37.2% | -69.0% |
| YTD | -68.6% | +77.0% | -145.6% | -86.9% |
| 1Y | -88.6% | +73.0% | -161.7% | -95.1% |
| All | -89.8% | +202.4% | -292.2% | -97.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling