+99.0%
SIMO vs MTCH
+29.6%
+69.4%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.4% | -5.2% | -5.6% |
| 7D | +4.1% | +6.7% | -2.6% | +5.0% |
| 30D | -24.0% | -1.8% | -22.2% | -24.0% |
| 3M | -31.8% | +12.2% | -44.0% | -31.8% |
| 6M | -36.9% | +16.6% | -53.5% | -37.2% |
| YTD | +84.8% | +31.8% | +53.0% | +72.9% |
| 1Y | +99.0% | +30.8% | +68.2% | +86.7% |
| All | +99.0% | +29.6% | +69.4% | +86.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling