-77.7%
SNAP vs MOS
-2.2%
-75.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.4% | -5.4% | -4.4% |
| 7D | +0.7% | +9.5% | -8.8% | -1.8% |
| 30D | +2.6% | +10.4% | -7.8% | -0.3% |
| 3M | -9.9% | +12.9% | -22.8% | -13.5% |
| 6M | +1.9% | +1.2% | +0.6% | -0.4% |
| YTD | -32.2% | +9.3% | -41.5% | -35.4% |
| 1Y | -22.8% | -18.0% | -4.9% | -20.6% |
| 3Y | -47.6% | -29.0% | -18.6% | -44.9% |
| 5Y | -92.7% | -9.6% | -83.1% | -93.1% |
| All | -77.7% | -2.2% | -75.5% | -80.6% |
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