+240.9%
MET vs SIMO
+535.1%
-294.2%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +6.2% | -8.3% | -3.1% |
| 7D | +1.1% | +14.6% | -13.5% | -1.0% |
| 30D | -2.3% | +6.2% | -8.5% | -3.7% |
| 3M | +13.9% | +3.6% | +10.3% | +10.7% |
| 6M | +34.8% | +130.8% | -96.0% | +10.2% |
| YTD | +23.5% | +195.8% | -172.2% | -5.2% |
| 1Y | +23.4% | +225.0% | -201.6% | -7.9% |
| 3Y | +64.9% | +452.3% | -387.4% | +6.6% |
| 5Y | +82.0% | +303.6% | -221.6% | +20.0% |
| All | +240.9% | +535.1% | -294.2% | +76.3% |
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