+170.0%
SIMO vs MOH
-33.1%
+203.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.2% | -5.4% | -5.6% |
| 7D | +4.1% | +0.2% | +3.9% | +4.1% |
| 30D | -24.0% | +0.1% | -24.1% | -23.9% |
| 3M | -31.8% | +1.8% | -33.6% | -31.6% |
| 6M | -36.9% | +9.1% | -46.0% | -36.9% |
| YTD | +84.8% | +20.7% | +64.1% | +84.8% |
| 1Y | +99.0% | +51.3% | +47.7% | +98.2% |
| 3Y | +217.9% | -42.0% | +259.9% | +224.3% |
| All | +170.0% | -33.1% | +203.1% | +173.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling