+4,271.9%
MU vs SIMO
+434.7%
+3,837.2%
-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% | -8.5% | -3.6% | -7.5% |
| 30D | -28.7% | -34.8% | +6.1% | -11.9% |
| 3M | -16.4% | -32.8% | +16.4% | -0.4% |
| 6M | -1.8% | -32.0% | +30.2% | +17.0% |
| YTD | +157.1% | +87.0% | +70.0% | +70.9% |
| 1Y | +208.5% | +86.1% | +122.4% | +106.6% |
| 3Y | +906.2% | +226.4% | +679.7% | +407.6% |
| 5Y | +893.4% | +172.1% | +721.3% | +396.1% |
| 10Y | +4,271.9% | +408.0% | +3,863.8% | +1,376.1% |
| All | +4,271.9% | +434.7% | +3,837.2% | +1,376.1% |
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