+86.4%
MET vs SIMO
+269.6%
-183.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +8.7% | -10.3% | -2.3% |
| 7D | +1.2% | +4.2% | -3.1% | +0.8% |
| 30D | +1.4% | +4.1% | -2.7% | +0.8% |
| 3M | +17.7% | -12.9% | +30.6% | +17.6% |
| 6M | +35.0% | +110.3% | -75.4% | +19.8% |
| YTD | +26.3% | +178.6% | -152.3% | +6.8% |
| 1Y | +22.8% | +220.0% | -197.2% | +1.1% |
| 3Y | +65.9% | +409.0% | -343.1% | +24.3% |
| All | +86.4% | +269.6% | -183.2% | +47.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling