+442.2%
MTZ vs SIMO
+395.4%
+46.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.7% | -2.6% | -3.8% |
| 7D | -8.7% | -16.0% | +7.3% | -3.9% |
| 30D | -15.0% | -35.8% | +20.8% | -4.5% |
| 3M | -32.6% | -26.5% | -6.1% | -27.8% |
| 6M | -56.3% | -33.0% | -23.3% | -52.5% |
| YTD | -16.8% | +84.3% | -101.1% | -34.7% |
| 1Y | -10.0% | +82.0% | -92.0% | -29.1% |
| 3Y | +267.1% | +218.5% | +48.6% | +141.1% |
| 5Y | +89.9% | +175.0% | -85.2% | +22.3% |
| 10Y | +442.2% | +407.5% | +34.7% | +166.4% |
| All | +442.2% | +395.4% | +46.8% | +166.4% |
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