+404.4%
MTZ vs SIMO
+423.7%
-19.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.3% | +0.1% | -1.5% |
| 7D | +16.5% | +14.9% | +1.6% | +12.1% |
| 30D | -10.2% | -27.0% | +16.8% | -2.8% |
| 3M | -34.2% | -25.4% | -8.8% | -29.8% |
| 6M | -56.0% | -30.3% | -25.7% | -52.7% |
| YTD | -14.8% | +95.8% | -110.6% | -34.3% |
| 1Y | -7.2% | +100.0% | -107.3% | -28.8% |
| 3Y | +275.8% | +238.3% | +37.5% | +142.9% |
| 5Y | +93.5% | +187.6% | -94.1% | +23.4% |
| All | +404.4% | +423.7% | -19.4% | +149.5% |
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