+89.8%
SNOW vs MOS
-25.3%
+115.1%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.8% | +2.7% | +1.9% |
| 7D | +3.7% | +5.5% | -1.8% | +3.0% |
| 30D | -16.4% | +21.0% | -37.4% | -18.4% |
| 3M | -9.9% | -0.5% | -9.4% | -10.0% |
| 6M | +98.8% | +6.6% | +92.2% | +95.5% |
| YTD | +37.3% | -2.8% | +40.1% | +36.1% |
| 1Y | +11.0% | -8.1% | +19.1% | +11.2% |
| All | +89.8% | -25.3% | +115.1% | +91.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling