+388.8%
SIMO vs MTCH
+142.9%
+245.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.4% | -5.2% | -5.5% |
| 7D | +4.1% | +6.7% | -2.6% | +2.7% |
| 30D | -24.0% | -1.8% | -22.2% | -24.0% |
| 3M | -31.8% | +12.2% | -44.0% | -34.2% |
| 6M | -36.9% | +16.6% | -53.5% | -40.2% |
| YTD | +84.8% | +31.8% | +53.0% | +69.4% |
| 1Y | +99.0% | +30.8% | +68.2% | +82.7% |
| 3Y | +217.9% | +49.6% | +168.3% | +175.6% |
| 5Y | +171.5% | -70.3% | +241.8% | +233.7% |
| All | +388.8% | +142.9% | +245.9% | +243.5% |
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