+3,578.9%
SIMO vs MOH
+561.1%
+3,017.8%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -2.2% | +8.4% | +6.6% |
| 7D | +14.6% | -3.3% | +17.9% | +15.3% |
| 30D | +6.2% | -0.1% | +6.3% | +6.2% |
| 3M | +3.6% | -1.1% | +4.6% | +2.9% |
| 6M | +130.8% | +35.9% | +94.9% | +115.5% |
| YTD | +195.8% | +13.1% | +182.6% | +181.2% |
| 1Y | +225.0% | +11.8% | +213.2% | +207.1% |
| 3Y | +452.3% | -38.7% | +491.1% | +461.3% |
| 5Y | +303.6% | -25.1% | +328.7% | +284.3% |
| 10Y | +528.8% | +243.8% | +284.9% | +291.7% |
| All | +3,578.9% | +561.1% | +3,017.8% | +1,371.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling