-14.0%
SNPS vs MCO
+40.3%
-54.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.5% | +1.9% |
| 7D | -4.6% | -7.3% | +2.7% | -0.4% |
| 30D | -3.3% | -1.7% | -1.6% | -2.7% |
| 3M | -13.8% | +3.9% | -17.7% | -16.7% |
| 6M | -8.2% | +3.8% | -12.0% | -11.4% |
| YTD | -15.4% | -7.9% | -7.5% | -12.5% |
| 1Y | +2.4% | -6.8% | +9.3% | +4.6% |
| All | -14.0% | +40.3% | -54.3% | -30.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling