+3,971.9%
MU vs SIMO
+379.7%
+3,592.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +4.2% | +1.0% | +3.0% |
| 7D | -22.0% | -22.0% | 0.0% | -11.1% |
| 30D | -36.6% | -43.0% | +6.5% | -16.1% |
| 3M | -21.7% | -39.1% | +17.4% | -1.9% |
| 6M | +3.5% | -33.3% | +36.8% | +24.9% |
| YTD | +141.9% | +77.0% | +65.0% | +65.4% |
| 1Y | +189.8% | +73.0% | +116.8% | +101.4% |
| 3Y | +855.4% | +215.7% | +639.7% | +390.9% |
| 5Y | +869.2% | +155.6% | +713.5% | +399.7% |
| All | +3,971.9% | +379.7% | +3,592.3% | +1,310.0% |
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 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