-100.0%
SOXS vs MOH
-36.3%
-63.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +2.0% | -7.5% | -5.8% |
| 7D | -4.7% | +1.7% | -6.5% | -5.0% |
| 30D | +7.7% | -0.9% | +8.6% | +7.9% |
| 3M | -10.2% | +5.7% | -15.9% | -10.7% |
| 6M | -99.2% | +39.1% | -138.3% | -99.2% |
| YTD | -99.5% | +17.7% | -117.2% | -99.5% |
| 1Y | -99.8% | +8.4% | -108.1% | -99.7% |
| 3Y | -100.0% | -36.6% | -63.4% | -100.0% |
| All | -100.0% | -36.3% | -63.7% | -100.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling