+384.8%
SIMO vs MUB
+20.8%
+364.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.1% | +4.1% | +4.1% |
| 7D | -22.0% | +0.7% | -22.7% | -22.5% |
| 30D | -43.0% | +4.4% | -47.4% | -45.2% |
| 3M | -39.1% | -0.2% | -39.0% | -39.1% |
| 6M | -33.3% | -0.6% | -32.7% | -32.9% |
| YTD | +77.0% | +0.3% | +76.6% | +76.4% |
| 1Y | +73.0% | +0.8% | +72.2% | +71.9% |
| 3Y | +215.7% | +12.0% | +203.7% | +184.2% |
| 5Y | +155.6% | +3.4% | +152.2% | +146.0% |
| All | +384.8% | +20.8% | +364.0% | +367.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MUB.
Daily Out/Under-Performance
Portfolio return minus MUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUB 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 MUB 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