+159.0%
MTSI vs SIMO
+144.7%
+14.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.4% | -14.4% | -4.0% | -12.4% |
| 7D | -24.6% | -31.4% | +6.8% | -11.8% |
| 30D | -45.7% | -45.2% | -0.6% | -30.6% |
| 3M | -27.7% | -36.5% | +8.8% | -12.9% |
| 6M | -37.3% | -34.2% | -3.1% | -25.4% |
| YTD | +11.1% | +69.9% | -58.8% | -11.7% |
| 1Y | +27.2% | +60.4% | -33.2% | +3.2% |
| 3Y | +153.7% | +203.1% | -49.5% | +57.3% |
| 5Y | +159.0% | +145.4% | +13.5% | +66.1% |
| All | +159.0% | +144.7% | +14.3% | +66.1% |
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