+11.2%
SNPS vs MCO
+9.9%
+1.3%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.9% | -4.9% | -1.4% |
| 7D | -3.9% | +10.7% | -14.6% | -6.8% |
| 30D | -5.2% | +17.9% | -23.1% | -10.2% |
| 3M | +14.6% | +9.5% | +5.2% | +11.3% |
| 6M | -6.9% | +18.1% | -25.0% | -13.6% |
| YTD | -1.4% | +4.1% | -5.6% | -2.5% |
| 1Y | +11.2% | +9.3% | +1.9% | +9.9% |
| All | +11.2% | +9.9% | +1.3% | +9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 1y: compounded portfolio wealth divided by compounded MCO 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…
1y analysis · Full analysis span regression · 6 months rolling