+2,595.3%
MTZ vs SIMO
+3,332.4%
-737.0%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +8.7% | -6.6% | +0.1% |
| 7D | -1.6% | +4.2% | -5.8% | -2.6% |
| 30D | -11.1% | +4.1% | -15.2% | -12.4% |
| 3M | -36.7% | -12.9% | -23.8% | -35.2% |
| 6M | -21.9% | +110.3% | -132.3% | -36.8% |
| YTD | +9.1% | +178.6% | -169.5% | -18.3% |
| 1Y | +30.0% | +220.0% | -190.0% | -6.0% |
| 3Y | +138.5% | +409.0% | -270.6% | +53.1% |
| 5Y | +158.3% | +277.3% | -119.0% | +69.6% |
| 10Y | +700.8% | +506.6% | +194.2% | +344.2% |
| All | +2,595.3% | +3,332.4% | -737.0% | +678.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling