+2.8%
MOS vs SIMO
+434.7%
-431.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +5.7% | -3.8% | +1.0% |
| 7D | +19.7% | -8.5% | +28.1% | +20.4% |
| 30D | +21.5% | -34.8% | +56.3% | +28.6% |
| 3M | -0.4% | -32.8% | +32.4% | +3.6% |
| 6M | +4.5% | -32.0% | +36.6% | +6.0% |
| YTD | -2.9% | +87.0% | -89.9% | -23.8% |
| 1Y | -7.7% | +86.1% | -93.8% | -27.7% |
| 3Y | -25.6% | +226.4% | -252.1% | -51.2% |
| 5Y | -31.2% | +172.1% | -203.3% | -55.5% |
| 10Y | +2.8% | +408.0% | -405.2% | -48.5% |
| All | +2.8% | +434.7% | -431.9% | -48.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling