+338.4%
MET vs SIMO
+2,080.4%
-1,742.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.2% | -5.6% | -2.3% |
| 7D | -1.2% | -22.0% | +20.8% | +3.3% |
| 30D | +3.2% | -43.0% | +46.3% | +13.8% |
| 3M | -1.1% | -39.1% | +38.0% | +6.1% |
| 6M | +25.0% | -33.3% | +58.3% | +27.3% |
| YTD | +27.9% | +77.0% | -49.1% | +0.8% |
| 1Y | +32.9% | +73.0% | -40.1% | +5.0% |
| 3Y | +78.8% | +215.7% | -136.9% | +18.9% |
| 5Y | +79.6% | +155.6% | -76.1% | +19.3% |
| 10Y | +228.1% | +388.4% | -160.3% | +74.2% |
| All | +338.4% | +2,080.4% | -1,742.0% | -0.7% |
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