+3,365.1%
SIMO vs MTB
+318.1%
+3,047.0%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -0.1% | +8.8% | +8.7% |
| 7D | +4.2% | +1.7% | +2.5% | +3.6% |
| 30D | +4.1% | -4.2% | +8.3% | +5.5% |
| 3M | -12.9% | +8.9% | -21.7% | -15.6% |
| 6M | +110.3% | +10.9% | +99.5% | +101.8% |
| YTD | +178.6% | +21.5% | +157.1% | +158.7% |
| 1Y | +220.0% | +21.9% | +198.1% | +196.5% |
| 3Y | +409.0% | +109.2% | +299.8% | +289.7% |
| 5Y | +277.3% | +102.0% | +175.3% | +181.3% |
| 10Y | +506.6% | +171.9% | +334.7% | +268.1% |
| All | +3,365.1% | +318.1% | +3,047.0% | +1,554.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling