+37.5%
MTZ vs SIMO
+234.0%
-196.4%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.1% | -4.3% | -2.8% |
| 7D | +2.3% | +14.5% | -12.2% | -1.2% |
| 30D | -10.3% | +20.4% | -30.7% | -14.5% |
| 3M | -31.8% | +7.1% | -39.0% | -33.2% |
| 6M | -19.2% | +129.2% | -148.4% | -29.9% |
| YTD | +10.7% | +201.9% | -191.2% | -15.0% |
| 1Y | +37.5% | +235.5% | -198.0% | +3.5% |
| All | +37.5% | +234.0% | -196.4% | +3.5% |
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 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