+4,407.5%
MU vs SIMO
+394.4%
+4,013.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -5.6% | +3.1% | +0.4% |
| 7D | +12.8% | +4.1% | +8.7% | +10.7% |
| 30D | -14.9% | -24.0% | +9.1% | -2.3% |
| 3M | -18.0% | -31.8% | +13.7% | -2.6% |
| 6M | -3.1% | -36.9% | +33.8% | +19.7% |
| YTD | +172.9% | +84.8% | +88.1% | +82.9% |
| 1Y | +228.8% | +99.0% | +129.9% | +113.0% |
| 3Y | +950.8% | +217.9% | +732.9% | +438.1% |
| 5Y | +931.3% | +171.5% | +759.8% | +417.1% |
| All | +4,407.5% | +394.4% | +4,013.1% | +1,453.6% |
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