-11.5%
MTZ vs SIMO
+67.0%
-78.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +4.2% | +5.4% | +8.5% |
| 7D | -6.4% | -22.0% | +15.6% | -0.6% |
| 30D | -22.1% | -43.0% | +21.0% | -11.2% |
| 3M | -32.7% | -39.1% | +6.5% | -25.2% |
| 6M | -59.8% | -33.3% | -26.5% | -55.7% |
| YTD | -19.9% | +77.0% | -96.9% | -26.8% |
| 1Y | -11.5% | +73.0% | -84.5% | -18.0% |
| All | -11.5% | +67.0% | -78.4% | -18.0% |
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