+189.8%
MU vs SIMO
+80.3%
+109.5%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +5.7% | +0.6% | +3.4% |
| 7D | -12.0% | -8.5% | -3.6% | -7.6% |
| 30D | -28.7% | -34.8% | +6.1% | -12.9% |
| 3M | -16.4% | -32.8% | +16.4% | -1.2% |
| 6M | -1.8% | -32.0% | +30.2% | +18.0% |
| YTD | +157.1% | +87.0% | +70.0% | +78.9% |
| All | +189.8% | +80.3% | +109.5% | +103.6% |
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 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