-5.1%
SNXX vs MOH
+13.9%
-19.0%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -43.1% | -4.3% | -38.8% | -43.3% |
| 7D | -66.8% | +8.9% | -75.7% | -66.4% |
| 30D | -79.7% | +11.0% | -90.7% | -79.3% |
| 3M | -72.8% | +11.0% | -83.9% | -72.5% |
| 6M | -84.7% | +12.7% | -97.4% | -84.6% |
| All | -5.1% | +13.9% | -19.0% | -11.8% |
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 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