-85.6%
MSTU vs SIMO
+376.0%
-461.5%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +8.7% | -11.9% | -6.6% |
| 7D | +21.3% | +4.2% | +17.1% | +18.9% |
| 30D | +90.8% | +4.1% | +86.7% | +83.4% |
| 3M | -6.8% | -12.9% | +6.1% | -6.3% |
| 6M | -39.8% | +110.3% | -150.2% | -69.6% |
| YTD | -55.7% | +178.6% | -234.3% | -84.3% |
| 1Y | -92.7% | +220.0% | -312.7% | -97.7% |
| All | -85.6% | +376.0% | -461.5% | -97.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling