+451.3%
MTSI vs SIMO
+379.7%
+71.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +4.2% | +6.7% | +8.9% |
| 7D | -10.0% | -22.0% | +12.0% | +1.3% |
| 30D | -37.2% | -43.0% | +5.9% | -18.4% |
| 3M | -30.1% | -39.1% | +9.1% | -12.5% |
| 6M | -31.9% | -33.3% | +1.4% | -18.7% |
| YTD | +23.2% | +77.0% | -53.8% | -12.9% |
| 1Y | +26.4% | +73.0% | -46.6% | -9.7% |
| 3Y | +186.2% | +215.7% | -29.6% | +48.0% |
| 5Y | +187.0% | +155.6% | +31.4% | +49.1% |
| All | +451.3% | +379.7% | +71.6% | +87.7% |
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 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