+697.8%
MTZ vs SIMO
+502.1%
+195.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +8.7% | -6.6% | -0.3% |
| 7D | -1.6% | +4.2% | -5.8% | -2.8% |
| 30D | -11.1% | +4.1% | -15.2% | -12.7% |
| 3M | -36.7% | -12.9% | -23.8% | -35.1% |
| 6M | -21.9% | +110.3% | -132.3% | -38.6% |
| YTD | +9.1% | +178.6% | -169.5% | -22.0% |
| 1Y | +30.0% | +220.0% | -190.0% | -11.0% |
| 3Y | +138.5% | +409.0% | -270.6% | +41.2% |
| 5Y | +158.3% | +277.3% | -119.0% | +56.7% |
| All | +697.8% | +502.1% | +195.7% | +273.7% |
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