+226.9%
MTZ vs SIMO
+202.0%
+24.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -14.4% | +9.2% | -0.7% |
| 7D | -10.6% | -31.4% | +20.8% | -0.2% |
| 30D | -30.4% | -45.2% | +14.8% | -17.2% |
| 3M | -40.4% | -36.5% | -3.9% | -33.3% |
| 6M | -63.7% | -34.2% | -29.5% | -59.8% |
| YTD | -26.9% | +69.9% | -96.8% | -44.7% |
| 1Y | -20.2% | +60.4% | -80.6% | -38.1% |
| All | +226.9% | +202.0% | +24.9% | +89.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling