-9.6%
MOS vs SIMO
+269.6%
-279.2%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +8.7% | -7.3% | +0.6% |
| 7D | +9.5% | +4.2% | +5.3% | +9.1% |
| 30D | +10.4% | +4.1% | +6.3% | +9.6% |
| 3M | +12.9% | -12.9% | +25.8% | +13.0% |
| 6M | +1.2% | +110.3% | -109.1% | -9.9% |
| YTD | +9.3% | +178.6% | -169.3% | -7.7% |
| 1Y | -18.0% | +220.0% | -238.0% | -32.5% |
| 3Y | -29.0% | +409.0% | -438.1% | -47.1% |
| All | -9.6% | +269.6% | -279.2% | -26.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling