+2,198.9%
SIMO vs MOH
+605.5%
+1,593.4%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.2% | -5.4% | -5.6% |
| 7D | +4.1% | +0.2% | +3.9% | +4.0% |
| 30D | -24.0% | +0.1% | -24.1% | -24.3% |
| 3M | -31.8% | +1.8% | -33.6% | -32.6% |
| 6M | -36.9% | +9.1% | -46.0% | -39.0% |
| YTD | +84.8% | +20.7% | +64.1% | +72.3% |
| 1Y | +99.0% | +51.3% | +47.7% | +77.4% |
| 3Y | +217.9% | -42.0% | +259.9% | +225.5% |
| 5Y | +171.5% | -33.1% | +204.6% | +164.3% |
| 10Y | +393.3% | +340.8% | +52.5% | +190.1% |
| All | +2,198.9% | +605.5% | +1,593.4% | +801.3% |
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 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