-6.3%
MOS vs SIMO
+394.4%
-400.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -5.6% | +6.3% | +1.6% |
| 7D | -2.0% | +4.1% | -6.1% | -2.7% |
| 30D | +15.3% | -24.0% | +39.3% | +18.9% |
| 3M | +1.5% | -31.8% | +33.3% | +5.4% |
| 6M | -2.0% | -36.9% | +34.9% | +0.7% |
| YTD | -6.5% | +84.8% | -91.3% | -26.7% |
| 1Y | -11.1% | +99.0% | -110.0% | -31.7% |
| 3Y | -30.3% | +217.9% | -248.2% | -54.1% |
| 5Y | -33.5% | +171.5% | -205.0% | -57.2% |
| All | -6.3% | +394.4% | -400.7% | -54.1% |
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