-39.2%
MUU vs SIMO
-27.4%
-11.8%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.5% | +5.7% | +6.8% | +6.3% |
| 7D | -27.2% | -8.2% | -19.0% | -16.3% |
| 30D | -54.0% | -34.6% | -19.4% | -28.8% |
| All | -39.2% | -27.4% | -11.8% | -17.2% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling