+4,271.9%
MU vs SIMO
+436.4%
+3,835.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +5.7% | +0.6% | +3.3% |
| 7D | -12.0% | -8.2% | -3.9% | -7.6% |
| 30D | -28.7% | -34.6% | +5.9% | -12.0% |
| 3M | -16.4% | -32.6% | +16.2% | -0.5% |
| 6M | -1.8% | -31.8% | +30.0% | +16.8% |
| YTD | +157.1% | +87.6% | +69.4% | +70.6% |
| 1Y | +208.5% | +86.7% | +121.8% | +106.3% |
| 3Y | +906.2% | +227.4% | +678.7% | +406.8% |
| 5Y | +893.4% | +173.0% | +720.4% | +395.3% |
| 10Y | +4,271.9% | +409.6% | +3,862.2% | +1,373.8% |
| All | +4,271.9% | +436.4% | +3,835.5% | +1,373.8% |
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