+1,208.8%
MTSI vs SIMO
+1,795.9%
-587.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +0.3% |
| 3M | -29.7% | -12.9% | -16.9% | -26.8% |
| 6M | +12.5% | +110.3% | -97.8% | -18.7% |
| YTD | +57.0% | +178.6% | -121.6% | -0.1% |
| 1Y | +103.9% | +220.0% | -116.1% | +22.4% |
| 3Y | +223.6% | +409.0% | -185.5% | +60.8% |
| 5Y | +321.6% | +277.3% | +44.2% | +120.0% |
| 10Y | +517.7% | +506.6% | +11.1% | +156.1% |
| All | +1,208.8% | +1,795.9% | -587.2% | +312.0% |
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