-79.2%
SNAP vs MOS
-14.8%
-64.4%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | +3.3% | -17.3% | -14.9% |
| 7D | -10.4% | +22.5% | -32.9% | -15.5% |
| 30D | -11.9% | +6.6% | -18.6% | -14.1% |
| 3M | -4.5% | -3.8% | -0.7% | -4.5% |
| 6M | -16.7% | -2.2% | -14.5% | -17.7% |
| YTD | -36.9% | -4.8% | -32.2% | -38.2% |
| 1Y | -30.3% | -11.7% | -18.6% | -30.5% |
| 3Y | -52.5% | -26.5% | -26.0% | -50.9% |
| 5Y | -90.4% | -32.2% | -58.2% | -90.2% |
| All | -79.2% | -14.8% | -64.4% | -81.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 10y: compounded portfolio wealth divided by compounded MOS 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…
10y analysis · Full analysis span regression · 6 months rolling