+99.0%
SIMO vs MTB
+21.0%
+78.0%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.6% | -6.2% | -5.6% |
| 7D | +4.1% | +1.5% | +2.6% | +4.2% |
| 30D | -24.0% | +2.3% | -26.3% | -23.7% |
| 3M | -31.8% | -12.1% | -19.6% | -32.4% |
| 6M | -36.9% | +9.8% | -46.7% | -37.2% |
| YTD | +84.8% | +12.0% | +72.8% | +79.2% |
| 1Y | +99.0% | +22.0% | +77.0% | +84.5% |
| All | +99.0% | +21.0% | +78.0% | +84.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling