-79.7%
SNAP vs MOS
-14.7%
-65.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.1% | -2.7% | -2.6% |
| 7D | -7.1% | +21.6% | -28.7% | -12.3% |
| 30D | -14.6% | +12.0% | -26.6% | -17.8% |
| 3M | -5.0% | -3.9% | -1.1% | -5.0% |
| 6M | -18.8% | -3.3% | -15.5% | -19.5% |
| YTD | -38.5% | -4.6% | -33.9% | -39.8% |
| 1Y | -38.1% | -7.0% | -31.1% | -39.1% |
| 3Y | -53.8% | -24.4% | -29.3% | -52.5% |
| 5Y | -90.7% | -32.1% | -58.6% | -90.5% |
| All | -79.7% | -14.7% | -65.1% | -81.9% |
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