+8.6%
SNOW vs MOS
+41.3%
-32.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.1% | +2.2% | +2.3% |
| 7D | -9.9% | +21.6% | -31.5% | -12.8% |
| 30D | -17.1% | +12.0% | -29.1% | -18.9% |
| 3M | -13.2% | -3.9% | -9.4% | -13.3% |
| 6M | +97.4% | -3.3% | +100.7% | +96.2% |
| YTD | +25.8% | -4.6% | +30.4% | +24.4% |
| 1Y | +4.2% | -7.0% | +11.2% | +3.3% |
| 3Y | +91.3% | -24.4% | +115.7% | +92.6% |
| 5Y | -24.4% | -32.1% | +7.7% | -24.2% |
| All | +8.6% | +41.3% | -32.7% | +4.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling