+3,365.1%
SIMO vs MTCH
+588.5%
+2,776.5%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -1.3% | +10.0% | +9.1% |
| 7D | +4.2% | +0.7% | +3.6% | +3.9% |
| 30D | +4.1% | +9.7% | -5.6% | +1.0% |
| 3M | -12.9% | +21.1% | -33.9% | -18.4% |
| 6M | +110.3% | +37.5% | +72.9% | +89.3% |
| YTD | +178.6% | +31.9% | +146.7% | +152.9% |
| 1Y | +220.0% | +14.6% | +205.4% | +202.7% |
| 3Y | +409.0% | -6.2% | +415.2% | +391.6% |
| 5Y | +277.3% | -70.6% | +347.9% | +385.9% |
| 10Y | +506.6% | +185.6% | +321.0% | +208.0% |
| All | +3,365.1% | +588.5% | +2,776.5% | +913.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling