+417.8%
SIMO vs MTB
+113.8%
+303.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.2% | -2.1% | -2.2% |
| 7D | +14.9% | 0.0% | +14.9% | +14.9% |
| 30D | -27.0% | +0.8% | -27.8% | -27.2% |
| 3M | -25.4% | -12.8% | -12.6% | -22.8% |
| 6M | -30.3% | +6.7% | -37.0% | -31.7% |
| YTD | +95.8% | +11.3% | +84.5% | +88.8% |
| 1Y | +100.0% | +20.2% | +79.9% | +89.0% |
| 3Y | +238.3% | +103.8% | +134.5% | +181.1% |
| 5Y | +187.6% | +60.9% | +126.7% | +147.3% |
| All | +417.8% | +113.8% | +303.9% | +337.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 10y: compounded portfolio wealth divided by compounded MTB 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…
10y analysis · Full analysis span regression · 6 months rolling