+407.5%
SIMO vs MTB
+122.1%
+285.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.8% | -1.5% |
| 7D | -16.0% | -0.7% | -15.4% | -15.8% |
| 30D | -35.8% | +1.4% | -37.2% | -36.0% |
| 3M | -26.5% | -11.6% | -14.9% | -24.2% |
| 6M | -33.0% | +5.4% | -38.4% | -34.2% |
| YTD | +84.3% | +11.7% | +72.6% | +77.6% |
| 1Y | +82.0% | +20.5% | +61.4% | +71.8% |
| 3Y | +218.5% | +104.5% | +114.0% | +164.3% |
| 5Y | +175.0% | +65.1% | +110.0% | +135.0% |
| 10Y | +407.5% | +119.5% | +288.0% | +323.6% |
| All | +407.5% | +122.1% | +285.4% | +323.6% |
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