+9.5%
SNOW vs MOS
-16.2%
+25.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +17.4% | -18.9% | -1.2% |
| 7D | -14.5% | +17.9% | -32.5% | -14.2% |
| 30D | -14.3% | +1.6% | -15.8% | -13.9% |
| 3M | -8.3% | -4.0% | -4.3% | -8.1% |
| 6M | +101.5% | -4.1% | +105.6% | +101.9% |
| YTD | +32.5% | -7.8% | +40.3% | +37.3% |
| 1Y | +9.5% | -15.6% | +25.1% | +13.6% |
| All | +9.5% | -16.2% | +25.7% | +13.6% |
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 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