+30.0%
SOXX vs MOH
+43.5%
-13.5%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.1% | -4.3% | -7.8% | -12.4% |
| 7D | -23.0% | +8.9% | -31.9% | -22.3% |
| 30D | -32.9% | +11.0% | -43.9% | -32.2% |
| 3M | -25.4% | +11.0% | -36.4% | -24.7% |
| 6M | -17.9% | +12.7% | -30.7% | -17.1% |
| YTD | +31.6% | +24.8% | +6.8% | +30.3% |
| 1Y | +30.0% | +44.7% | -14.7% | +27.4% |
| All | +30.0% | +43.5% | -13.5% | +27.4% |
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 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