+465.4%
SIMO vs MTCH
-3.1%
+468.6%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.7% | +1.4% | +2.0% |
| 7D | +14.5% | -2.4% | +16.9% | +15.0% |
| 30D | +20.4% | +12.8% | +7.6% | +17.4% |
| 3M | +7.1% | +20.0% | -12.8% | +2.4% |
| 6M | +129.2% | +34.7% | +94.5% | +112.3% |
| YTD | +201.9% | +30.6% | +171.4% | +180.8% |
| 1Y | +235.5% | +10.9% | +224.6% | +222.7% |
| All | +465.4% | -3.1% | +468.6% | +433.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling