+95.9%
MTZ vs SIMO
+170.7%
-74.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +5.7% | +2.9% | +7.0% |
| 7D | -2.4% | -8.2% | +5.7% | +0.1% |
| 30D | -11.1% | -34.6% | +23.5% | -1.3% |
| 3M | -30.6% | -32.6% | +2.0% | -24.3% |
| 6M | -54.4% | -31.8% | -22.6% | -50.7% |
| YTD | -13.0% | +87.6% | -100.6% | -30.0% |
| 1Y | -5.7% | +86.7% | -92.4% | -24.0% |
| 3Y | +297.2% | +227.4% | +69.7% | +171.5% |
| 5Y | +95.9% | +173.0% | -77.1% | +32.9% |
| All | +95.9% | +170.7% | -74.9% | +32.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling