-26.1%
SNOW vs MOS
-33.6%
+7.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.7% | -3.3% | -2.7% |
| 7D | +5.5% | -2.0% | +7.4% | +5.8% |
| 30D | -13.2% | +15.3% | -28.5% | -15.4% |
| 3M | -13.7% | +1.5% | -15.2% | -14.6% |
| 6M | +91.0% | -2.0% | +93.0% | +89.4% |
| YTD | +32.7% | -6.5% | +39.2% | +31.5% |
| 1Y | +13.3% | -11.1% | +24.3% | +13.2% |
| 3Y | +83.4% | -30.3% | +113.6% | +87.5% |
| All | -26.1% | -33.6% | +7.5% | -40.0% |
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