-75.8%
SNAP vs MOS
-17.5%
-58.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +17.4% | -11.5% | +1.2% |
| 7D | -0.7% | +17.9% | -18.6% | -5.3% |
| 30D | +5.5% | +1.6% | +4.0% | +4.4% |
| 3M | +2.2% | -4.0% | +6.2% | +2.3% |
| 6M | -4.1% | -4.1% | +0.1% | -4.6% |
| YTD | -26.6% | -7.8% | -18.8% | -27.3% |
| 1Y | -20.7% | -15.6% | -5.2% | -19.9% |
| 3Y | -44.8% | -28.9% | -15.9% | -42.2% |
| 5Y | -88.7% | -36.8% | -51.9% | -88.2% |
| All | -75.8% | -17.5% | -58.3% | -78.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling