+392.0%
SIMO vs MUB
+22.1%
+369.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.4% |
| 7D | -16.0% | +0.6% | -16.6% | -16.5% |
| 30D | -35.8% | +3.4% | -39.2% | -37.7% |
| 3M | -26.5% | -0.7% | -25.8% | -26.1% |
| 6M | -33.0% | -1.0% | -32.0% | -32.4% |
| YTD | +84.3% | 0.0% | +84.4% | +84.3% |
| 1Y | +82.0% | +0.4% | +81.6% | +81.3% |
| 3Y | +218.5% | +10.5% | +208.0% | +190.0% |
| 5Y | +175.0% | +3.1% | +171.9% | +165.3% |
| All | +392.0% | +22.1% | +369.9% | +368.2% |
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