-100.0%
SOXS vs MOH
+1,223.3%
-1,323.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +2.0% | -7.5% | -4.6% |
| 7D | -4.7% | +1.7% | -6.5% | -4.0% |
| 30D | +7.7% | -0.9% | +8.6% | +6.9% |
| 3M | -10.2% | +5.7% | -15.9% | -7.8% |
| 6M | -99.2% | +39.1% | -138.3% | -99.4% |
| YTD | -99.5% | +17.7% | -117.2% | -99.7% |
| 1Y | -99.8% | +8.4% | -108.1% | -99.8% |
| 3Y | -100.0% | -36.6% | -63.4% | -100.0% |
| 5Y | -100.0% | -19.1% | -80.9% | -100.0% |
| 10Y | -100.0% | +262.8% | -362.8% | -100.0% |
| All | -100.0% | +1,223.3% | -1,323.3% | -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 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