+236.8%
SIMO vs MTCH
+47.6%
+189.2%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.4% | -2.6% | -2.3% |
| 7D | +14.9% | +6.7% | +8.2% | +13.8% |
| 30D | -27.0% | -1.4% | -25.6% | -27.0% |
| 3M | -25.4% | +14.8% | -40.2% | -28.1% |
| 6M | -30.3% | +19.4% | -49.6% | -34.0% |
| YTD | +95.8% | +32.3% | +63.5% | +79.2% |
| 1Y | +100.0% | +29.5% | +70.5% | +84.1% |
| All | +236.8% | +47.6% | +189.2% | +189.6% |
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