-6.0%
MTZ vs SIMO
+80.3%
-86.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +5.7% | +2.9% | +7.1% |
| 7D | -2.4% | -8.5% | +6.0% | 0.0% |
| 30D | -11.1% | -34.8% | +23.7% | -2.0% |
| 3M | -30.6% | -32.8% | +2.2% | -24.6% |
| 6M | -54.4% | -32.0% | -22.3% | -50.3% |
| YTD | -13.0% | +87.0% | -100.1% | -22.0% |
| All | -6.0% | +80.3% | -86.3% | -15.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling