+549.0%
SIMO vs MTCH
+203.9%
+345.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.9% | -5.4% | -4.7% |
| 7D | +12.5% | -1.4% | +14.0% | +12.8% |
| 30D | +18.4% | +13.6% | +4.8% | +14.7% |
| 3M | +5.6% | +22.4% | -16.8% | -0.1% |
| 6M | +116.9% | +37.2% | +79.7% | +99.1% |
| YTD | +188.4% | +31.8% | +156.6% | +166.6% |
| 1Y | +221.3% | +12.9% | +208.4% | +208.0% |
| 3Y | +438.6% | -1.1% | +439.7% | +417.2% |
| 5Y | +287.9% | -73.5% | +361.4% | +387.6% |
| All | +549.0% | +203.9% | +345.1% | +393.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 10y: compounded portfolio wealth divided by compounded MTCH 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…
10y analysis · Full analysis span regression · 6 months rolling