-15.6%
MOS vs SIMO
+94.5%
-110.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.4% | -9.6% | +27.0% | +17.3% |
| 7D | +17.9% | -16.9% | +34.8% | +18.0% |
| 30D | +1.6% | -35.4% | +36.9% | +1.9% |
| 3M | -4.0% | -31.9% | +27.9% | -3.8% |
| 6M | -4.1% | -19.3% | +15.2% | -3.9% |
| YTD | -7.8% | +98.5% | -106.3% | -6.8% |
| 1Y | -15.6% | +100.5% | -116.1% | -15.5% |
| All | -15.6% | +94.5% | -110.0% | -15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 SIMO 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