+32.8%
SNOW vs MOS
+62.0%
-29.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.4% | -6.8% | -5.6% |
| 7D | +2.8% | +9.5% | -6.7% | +1.1% |
| 30D | +6.4% | +10.4% | -4.0% | +4.5% |
| 3M | +38.1% | +12.9% | +25.2% | +34.6% |
| 6M | +100.4% | +1.2% | +99.2% | +98.0% |
| YTD | +53.7% | +9.3% | +44.4% | +49.4% |
| 1Y | +52.0% | -18.0% | +69.9% | +55.2% |
| 3Y | +114.7% | -29.0% | +143.7% | +119.6% |
| 5Y | +8.8% | -9.6% | +18.4% | +4.4% |
| All | +32.8% | +62.0% | -29.2% | +25.8% |
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