+349.5%
MTUM vs SIMO
+605.2%
-255.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +7.2% | -6.0% | -0.2% |
| 7D | +0.7% | +11.0% | -10.3% | -1.5% |
| 30D | -2.4% | +17.9% | -20.3% | -6.1% |
| 3M | -3.6% | +3.9% | -7.6% | -5.8% |
| 6M | +23.7% | +131.0% | -107.4% | +0.5% |
| YTD | +22.9% | +209.3% | -186.4% | -7.1% |
| 1Y | +21.8% | +223.8% | -202.0% | -9.4% |
| 3Y | +114.4% | +479.2% | -364.8% | +37.6% |
| 5Y | +79.6% | +316.0% | -236.5% | +18.5% |
| All | +349.5% | +605.2% | -255.7% | +138.6% |
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 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