+95.0%
MTZ vs SIMO
+170.3%
-75.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -5.6% | +4.3% | +0.3% |
| 7D | +5.0% | +4.1% | +0.9% | +3.9% |
| 30D | -6.0% | -24.0% | +18.0% | +0.3% |
| 3M | -36.1% | -31.8% | -4.3% | -30.4% |
| 6M | -56.9% | -36.9% | -20.0% | -52.6% |
| YTD | -15.9% | +84.8% | -100.7% | -32.1% |
| 1Y | -3.8% | +99.0% | -102.8% | -24.0% |
| 3Y | +272.3% | +217.9% | +54.3% | +155.9% |
| All | +95.0% | +170.3% | -75.3% | +32.0% |
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 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