-41.5%
SNAP vs MOH
-37.5%
-4.0%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +3.2% | +0.8% | +3.9% |
| 7D | -3.2% | -1.3% | -1.9% | -3.1% |
| 30D | +0.2% | +3.0% | -2.8% | +0.1% |
| 3M | +2.6% | +1.2% | +1.4% | +2.6% |
| 6M | +12.4% | +41.7% | -29.3% | +11.3% |
| YTD | -31.6% | +15.4% | -47.0% | -31.9% |
| 1Y | -21.7% | +11.8% | -33.5% | -22.0% |
| All | -41.5% | -37.5% | -4.0% | -41.7% |
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