+228.8%
MU vs SIMO
+90.9%
+138.0%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -5.6% | +3.1% | +0.3% |
| 7D | +12.8% | +4.1% | +8.7% | +10.8% |
| 30D | -14.9% | -24.0% | +9.1% | -2.9% |
| 3M | -18.0% | -31.8% | +13.7% | -3.4% |
| 6M | -3.1% | -36.9% | +33.8% | +19.4% |
| YTD | +172.9% | +84.8% | +88.1% | +92.0% |
| 1Y | +228.8% | +99.0% | +129.9% | +106.8% |
| All | +228.8% | +90.9% | +138.0% | +106.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling