+156.7%
SIMO vs MTB
+63.3%
+93.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.9% | +5.1% | +4.4% |
| 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% | -36.9% |
| 6M | -33.3% | +1.5% | -34.8% | -34.0% |
| YTD | +77.0% | +10.3% | +66.7% | +69.8% |
| 1Y | +73.0% | +22.2% | +50.8% | +60.6% |
| 3Y | +215.7% | +96.9% | +118.8% | +161.0% |
| All | +156.7% | +63.3% | +93.4% | +122.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling