+7.9%
SNOW vs MOS
-8.7%
+16.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.4% | -6.8% | -5.7% |
| 7D | +2.8% | +9.5% | -6.7% | +1.1% |
| 30D | +6.4% | +10.4% | -4.0% | +4.4% |
| 3M | +38.1% | +12.9% | +25.2% | +34.4% |
| 6M | +100.4% | +1.2% | +99.2% | +98.0% |
| YTD | +53.7% | +9.3% | +44.4% | +49.1% |
| 1Y | +52.0% | -18.0% | +69.9% | +55.6% |
| 3Y | +114.7% | -29.0% | +143.7% | +120.0% |
| All | +7.9% | -8.7% | +16.6% | -6.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling