+198.0%
MET vs SIMO
+395.4%
-197.4%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.5% | +1.0% |
| 7D | +1.8% | -16.0% | +17.8% | +3.9% |
| 30D | +4.8% | -35.8% | +40.5% | +10.4% |
| 3M | +6.2% | -26.5% | +32.7% | +8.5% |
| 6M | +33.8% | -33.0% | +66.8% | +35.1% |
| YTD | +33.3% | +84.3% | -51.0% | +7.5% |
| 1Y | +36.3% | +82.0% | -45.6% | +10.0% |
| 3Y | +84.6% | +218.5% | -133.9% | +27.5% |
| 5Y | +87.7% | +175.0% | -87.4% | +27.0% |
| 10Y | +198.0% | +407.5% | -209.6% | +56.4% |
| All | +198.0% | +395.4% | -197.4% | +56.4% |
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