+5,975.2%
MU vs SIMO
+514.4%
+5,460.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +8.7% | -2.6% | +1.7% |
| 7D | +9.0% | +4.2% | +4.7% | +6.7% |
| 30D | +13.8% | +4.1% | +9.7% | +10.2% |
| 3M | +2.1% | -12.9% | +15.0% | +8.8% |
| 6M | +153.8% | +110.3% | +43.5% | +67.2% |
| YTD | +256.4% | +178.6% | +77.8% | +99.4% |
| 1Y | +719.8% | +220.0% | +499.8% | +329.5% |
| 3Y | +1,360.4% | +409.0% | +951.3% | +511.4% |
| 5Y | +1,312.4% | +277.3% | +1,035.1% | +520.4% |
| All | +5,975.2% | +514.4% | +5,460.8% | +1,722.0% |
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