+100.5%
SIMO vs MOH
+53.5%
+47.0%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +8.9% | -18.5% | -8.1% |
| 7D | -16.9% | +14.3% | -31.2% | -15.0% |
| 30D | -35.4% | +16.7% | -52.1% | -33.7% |
| 3M | -31.9% | +18.3% | -50.2% | -30.1% |
| 6M | -19.3% | +15.8% | -35.1% | -17.5% |
| YTD | +98.5% | +30.5% | +68.0% | +101.5% |
| 1Y | +100.5% | +49.3% | +51.2% | +97.9% |
| All | +100.5% | +53.5% | +47.0% | +97.9% |
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