+332.9%
MET vs SIMO
+3,332.4%
-2,999.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +8.7% | -10.3% | -3.4% |
| 7D | +1.2% | +4.2% | -3.1% | +0.1% |
| 30D | +1.4% | +4.1% | -2.7% | -0.2% |
| 3M | +17.7% | -12.9% | +30.6% | +17.2% |
| 6M | +35.0% | +110.3% | -75.4% | +7.3% |
| YTD | +26.3% | +178.6% | -152.3% | -7.1% |
| 1Y | +22.8% | +220.0% | -197.2% | -13.2% |
| 3Y | +65.9% | +409.0% | -343.1% | +2.4% |
| 5Y | +85.4% | +277.3% | -192.0% | +16.6% |
| 10Y | +253.7% | +506.6% | -252.9% | +84.5% |
| All | +332.9% | +3,332.4% | -2,999.4% | -8.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling