+596.0%
SIMO vs MOH
+264.4%
+331.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +2.0% | +5.3% | +7.0% |
| 7D | +11.0% | +1.7% | +9.3% | +10.8% |
| 30D | +17.9% | -0.9% | +18.8% | +18.0% |
| 3M | +3.9% | +5.7% | -1.8% | +2.7% |
| 6M | +131.0% | +39.1% | +91.9% | +121.1% |
| YTD | +209.3% | +17.7% | +191.6% | +198.7% |
| 1Y | +223.8% | +8.4% | +215.4% | +214.4% |
| 3Y | +479.2% | -36.6% | +515.8% | +487.2% |
| 5Y | +316.0% | -19.1% | +335.1% | +294.4% |
| All | +596.0% | +264.4% | +331.7% | +405.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling