+18.6%
SNOW vs MOS
+44.1%
-25.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.8% | +2.7% | +2.0% |
| 7D | +3.7% | +5.5% | -1.8% | +2.8% |
| 30D | -16.4% | +21.0% | -37.4% | -19.1% |
| 3M | -9.9% | -0.5% | -9.4% | -10.4% |
| 6M | +98.8% | +6.6% | +92.2% | +94.5% |
| YTD | +37.3% | -2.8% | +40.1% | +35.5% |
| 1Y | +11.0% | -8.1% | +19.1% | +10.5% |
| 3Y | +87.8% | -25.6% | +113.4% | +89.8% |
| 5Y | -18.4% | -29.8% | +11.4% | -18.6% |
| All | +18.6% | +44.1% | -25.5% | +14.1% |
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 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