+1,014.6%
MU vs SIMO
+195.0%
+819.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +8.7% | +3.2% | +7.5% |
| 7D | +2.0% | +0.9% | +1.1% | +2.4% |
| 30D | -18.0% | -25.4% | +7.4% | -5.5% |
| 3M | -6.6% | -17.8% | +11.2% | +0.8% |
| 6M | +2.0% | -29.6% | +31.6% | +19.1% |
| YTD | +184.5% | +100.3% | +84.2% | +89.2% |
| 1Y | +236.9% | +100.4% | +136.5% | +124.7% |
| 3Y | +987.0% | +246.1% | +740.9% | +461.3% |
| 5Y | +1,014.6% | +189.8% | +824.8% | +497.2% |
| All | +1,014.6% | +195.0% | +819.6% | +497.2% |
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