+215.7%
SIMO vs MTB
+95.2%
+120.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.9% | +5.1% | +4.5% |
| 7D | -22.0% | -1.3% | -20.6% | -21.7% |
| 30D | -43.0% | +0.5% | -43.6% | -43.2% |
| 3M | -39.1% | -12.4% | -26.8% | -36.4% |
| 6M | -33.3% | +1.5% | -34.8% | -34.4% |
| YTD | +77.0% | +10.3% | +66.7% | +66.7% |
| 1Y | +73.0% | +22.2% | +50.8% | +55.4% |
| 3Y | +215.7% | +96.9% | +118.8% | +159.6% |
| All | +215.7% | +95.2% | +120.5% | +159.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling