+231.9%
MTSI vs SIMO
+418.6%
-186.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +8.7% | -5.2% | -0.2% |
| 7D | +1.4% | +4.2% | -2.8% | -0.5% |
| 30D | +2.1% | +4.1% | -2.0% | +0.1% |
| 3M | -29.7% | -12.9% | -16.9% | -26.6% |
| 6M | +12.5% | +110.3% | -97.8% | -20.1% |
| YTD | +57.0% | +178.6% | -121.6% | -7.1% |
| 1Y | +103.9% | +220.0% | -116.1% | +9.7% |
| All | +231.9% | +418.6% | -186.7% | +32.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling