+599.3%
MTUM vs SIMO
+3,345.2%
-2,745.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +8.7% | -6.9% | +0.2% |
| 7D | +1.7% | +4.2% | -2.5% | +0.9% |
| 30D | -1.7% | +4.1% | -5.7% | -2.9% |
| 3M | -6.3% | -12.9% | +6.5% | -5.2% |
| 6M | +21.8% | +110.3% | -88.5% | +2.9% |
| YTD | +22.0% | +178.6% | -156.5% | -3.2% |
| 1Y | +25.3% | +220.0% | -194.6% | -3.7% |
| 3Y | +112.1% | +409.0% | -296.9% | +46.8% |
| 5Y | +76.2% | +277.3% | -201.1% | +24.3% |
| 10Y | +340.1% | +506.6% | -166.5% | +167.2% |
| All | +599.3% | +3,345.2% | -2,745.8% | +251.9% |
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