-38.1%
SNAP vs MOS
-11.3%
-26.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.1% | -2.7% | -2.6% |
| 7D | -7.1% | +21.6% | -28.7% | -8.7% |
| 30D | -14.6% | +12.0% | -26.6% | -15.6% |
| 3M | -5.0% | -3.9% | -1.1% | -5.1% |
| 6M | -18.8% | -3.3% | -15.5% | -19.0% |
| YTD | -38.5% | -4.6% | -33.9% | -38.1% |
| 1Y | -38.1% | -7.0% | -31.1% | -37.2% |
| All | -38.1% | -11.3% | -26.8% | -37.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling