+69.4%
MTZ vs SIMO
+144.7%
-75.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -14.4% | +9.2% | -1.3% |
| 7D | -10.6% | -31.4% | +20.8% | -1.6% |
| 30D | -30.4% | -45.2% | +14.8% | -19.1% |
| 3M | -40.4% | -36.5% | -3.9% | -34.2% |
| 6M | -63.7% | -34.2% | -29.5% | -60.3% |
| YTD | -26.9% | +69.9% | -96.8% | -39.6% |
| 1Y | -20.2% | +60.4% | -80.6% | -33.0% |
| 3Y | +208.1% | +203.1% | +5.0% | +115.4% |
| 5Y | +69.4% | +145.4% | -76.1% | +18.3% |
| All | +69.4% | +144.7% | -75.3% | +18.3% |
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