-32.2%
MOS vs SIMO
+144.7%
-176.9%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -14.4% | +17.7% | +4.3% |
| 7D | +22.5% | -31.4% | +53.9% | +25.7% |
| 30D | +6.6% | -45.2% | +51.8% | +11.4% |
| 3M | -3.8% | -36.5% | +32.7% | -1.5% |
| 6M | -2.2% | -34.2% | +32.0% | -1.5% |
| YTD | -4.8% | +69.9% | -74.7% | -17.0% |
| 1Y | -11.7% | +60.4% | -72.1% | -22.5% |
| 3Y | -26.5% | +203.1% | -229.6% | -43.3% |
| 5Y | -32.2% | +145.4% | -177.6% | -49.5% |
| All | -32.2% | +144.7% | -176.9% | -49.5% |
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