+1,315.7%
MU vs SIMO
+269.6%
+1,046.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +8.7% | -2.6% | +1.8% |
| 7D | +9.0% | +4.2% | +4.7% | +6.7% |
| 30D | +13.8% | +4.1% | +9.7% | +10.3% |
| 3M | +2.1% | -12.9% | +15.0% | +8.5% |
| 6M | +153.8% | +110.3% | +43.5% | +71.8% |
| YTD | +256.4% | +178.6% | +77.8% | +105.0% |
| 1Y | +719.8% | +220.0% | +499.8% | +342.1% |
| 3Y | +1,360.4% | +409.0% | +951.3% | +542.6% |
| All | +1,315.7% | +269.6% | +1,046.1% | +578.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling