+684.5%
SNPS vs MOD
+920.5%
-236.0%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.9% | +1.4% | -1.0% |
| 7D | -0.6% | -17.8% | +17.2% | +2.0% |
| 30D | -9.8% | -43.2% | +33.4% | -1.7% |
| 3M | +11.7% | -46.0% | +57.8% | +22.3% |
| 6M | -10.9% | -62.2% | +51.3% | +2.2% |
| YTD | -2.1% | -22.8% | +20.7% | -1.4% |
| 1Y | +14.8% | -35.5% | +50.2% | +18.5% |
| 3Y | -11.3% | +128.2% | -139.6% | -27.8% |
| 5Y | +36.2% | +791.6% | -755.4% | -10.0% |
| 10Y | +684.5% | +886.3% | -201.8% | +403.9% |
| All | +684.5% | +920.5% | -236.0% | +403.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 10y: compounded portfolio wealth divided by compounded MOD 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…
10y analysis · Full analysis span regression · 6 months rolling