+808.8%
MU vs SIMO
+202.0%
+606.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | -14.4% | -3.1% | -9.0% |
| 7D | -29.7% | -31.4% | +1.6% | -12.5% |
| 30D | -37.2% | -45.2% | +7.9% | -12.0% |
| 3M | -26.5% | -36.5% | +10.0% | -8.4% |
| 6M | +2.6% | -34.2% | +36.7% | +27.0% |
| YTD | +130.1% | +69.9% | +60.2% | +37.7% |
| 1Y | +176.7% | +60.4% | +116.3% | +73.7% |
| All | +808.8% | +202.0% | +606.8% | +207.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling