-11.4%
MOS vs SIMO
+92.3%
-103.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.3% | -2.3% | -4.6% |
| 7D | -2.6% | +14.9% | -17.4% | -2.3% |
| 30D | +13.5% | -27.0% | +40.4% | +13.6% |
| 3M | -2.9% | -25.4% | +22.5% | -2.8% |
| 6M | -1.0% | -30.3% | +29.3% | -1.0% |
| YTD | -7.2% | +95.8% | -103.0% | -5.2% |
| 1Y | -11.4% | +100.0% | -111.4% | -10.0% |
| All | -11.4% | +92.3% | -103.7% | -10.0% |
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