+320.4%
MTSI vs SIMO
+269.6%
+50.8%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +8.7% | -5.2% | +0.2% |
| 7D | +1.4% | +4.2% | -2.8% | -0.3% |
| 30D | +2.1% | +4.1% | -2.0% | +0.4% |
| 3M | -29.7% | -12.9% | -16.9% | -26.9% |
| 6M | +12.5% | +110.3% | -97.8% | -16.7% |
| YTD | +57.0% | +178.6% | -121.6% | +1.8% |
| 1Y | +103.9% | +220.0% | -116.1% | +24.2% |
| 3Y | +223.6% | +409.0% | -185.5% | +62.9% |
| All | +320.4% | +269.6% | +50.8% | +142.6% |
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