+155.5%
MO vs SNPS
+30.3%
+125.2%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.6% | +2.5% | +0.8% |
| 7D | +3.3% | +1.1% | +2.3% | +3.4% |
| 30D | +7.5% | -5.2% | +12.7% | +7.3% |
| 3M | +22.8% | +10.6% | +12.2% | +23.7% |
| 6M | +13.4% | -10.6% | +24.0% | +13.3% |
| YTD | +43.0% | -3.1% | +46.1% | +43.7% |
| 1Y | +45.2% | +15.6% | +29.7% | +46.7% |
| 3Y | +145.5% | -12.9% | +158.5% | +146.7% |
| All | +155.5% | +30.3% | +125.2% | +154.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SNPS.
Daily Out/Under-Performance
Portfolio return minus SNPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNPS 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 5y: compounded portfolio wealth divided by compounded SNPS 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…
5y analysis · Full analysis span regression · 6 months rolling