+303.6%
SIMO vs MTB
+102.5%
+201.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.6% | +6.8% | +6.3% |
| 7D | +14.6% | +2.8% | +11.8% | +13.7% |
| 30D | +6.2% | -4.2% | +10.4% | +7.4% |
| 3M | +3.6% | +7.8% | -4.2% | +1.0% |
| 6M | +130.8% | +14.8% | +116.0% | +120.4% |
| YTD | +195.8% | +20.8% | +175.0% | +177.9% |
| 1Y | +225.0% | +23.1% | +201.9% | +203.2% |
| 3Y | +452.3% | +114.8% | +337.5% | +351.7% |
| 5Y | +303.6% | +103.3% | +200.3% | +243.8% |
| All | +303.6% | +102.5% | +201.1% | +243.8% |
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