+871.5%
MU vs SIMO
+220.9%
+650.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.6% | -0.1% |
| 7D | -15.2% | -16.0% | +0.8% | -5.6% |
| 30D | -29.5% | -35.8% | +6.2% | -9.8% |
| 3M | -15.8% | -26.5% | +10.7% | -2.7% |
| 6M | -2.9% | -33.0% | +30.1% | +18.5% |
| YTD | +154.2% | +84.3% | +69.9% | +45.1% |
| 1Y | +186.6% | +82.0% | +104.6% | +65.8% |
| 3Y | +871.5% | +218.5% | +653.0% | +222.8% |
| All | +871.5% | +220.9% | +650.6% | +222.8% |
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 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