+220.0%
SIMO vs MOH
+18.1%
+201.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -1.0% | +9.7% | +8.7% |
| 7D | +4.2% | +0.4% | +3.8% | +4.2% |
| 30D | +4.1% | +2.9% | +1.2% | +4.2% |
| 3M | -12.9% | +4.1% | -17.0% | -13.2% |
| 6M | +110.3% | +33.8% | +76.5% | +112.0% |
| YTD | +178.6% | +15.7% | +162.9% | +178.1% |
| 1Y | +220.0% | +17.5% | +202.4% | +204.3% |
| All | +220.0% | +18.1% | +201.9% | +204.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH 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 MOH 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