+7.6%
MOS vs SIMO
+379.7%
-372.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.2% | -4.0% | -0.5% |
| 7D | +21.6% | -22.0% | +43.6% | +25.4% |
| 30D | +12.0% | -43.0% | +55.0% | +21.1% |
| 3M | -3.9% | -39.1% | +35.3% | +1.6% |
| 6M | -3.3% | -33.3% | +30.0% | -1.9% |
| YTD | -4.6% | +77.0% | -81.6% | -24.5% |
| 1Y | -7.0% | +73.0% | -80.0% | -26.2% |
| 3Y | -24.4% | +215.7% | -240.1% | -50.3% |
| 5Y | -32.1% | +155.6% | -187.7% | -55.6% |
| All | +7.6% | +379.7% | -372.0% | -45.3% |
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