+2,683.6%
MUU vs SIMO
+393.2%
+2,290.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.1% | +3.4% | +3.2% |
| 7D | +15.0% | +14.5% | +0.5% | -1.7% |
| 30D | +36.8% | +20.4% | +16.4% | +10.2% |
| 3M | -8.5% | +7.1% | -15.6% | -8.4% |
| 6M | +320.7% | +129.2% | +191.5% | +65.3% |
| YTD | +599.7% | +201.9% | +397.7% | +65.9% |
| 1Y | +2,569.2% | +235.5% | +2,333.7% | +457.8% |
| All | +2,683.6% | +393.2% | +2,290.4% | +245.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling