-77.8%
SNAP vs MOH
+298.1%
-375.9%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.5% | -0.3% |
| 7D | +1.5% | -3.3% | +4.8% | +2.1% |
| 30D | +1.9% | -0.1% | +2.0% | +1.7% |
| 3M | -3.9% | -1.1% | -2.8% | -4.1% |
| 6M | +5.2% | +35.9% | -30.6% | -1.6% |
| YTD | -32.7% | +13.1% | -45.8% | -35.7% |
| 1Y | -24.8% | +11.8% | -36.6% | -28.6% |
| 3Y | -42.2% | -38.7% | -3.4% | -40.8% |
| 5Y | -92.7% | -25.1% | -67.6% | -92.9% |
| All | -77.8% | +298.1% | -375.9% | -83.2% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling