+943.0%
SIMO vs MUB
+77.8%
+865.2%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.1% | +4.1% | +4.1% |
| 7D | -22.0% | +0.7% | -22.7% | -22.2% |
| 30D | -43.0% | +4.4% | -47.4% | -44.1% |
| 3M | -39.1% | -0.4% | -38.7% | -39.1% |
| 6M | -33.3% | -0.9% | -32.4% | -33.1% |
| YTD | +77.0% | +0.1% | +76.9% | +76.9% |
| 1Y | +73.0% | +0.5% | +72.5% | +72.7% |
| 3Y | +215.7% | +11.7% | +204.0% | +202.3% |
| 5Y | +155.6% | +3.2% | +152.5% | +150.8% |
| 10Y | +388.4% | +20.3% | +368.0% | +368.2% |
| All | +943.0% | +77.8% | +865.2% | +719.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling