+11.2%
SNPS vs MOH
+53.5%
-42.3%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +8.9% | -8.9% | +1.1% |
| 7D | -3.9% | +14.3% | -18.2% | -2.2% |
| 30D | -5.2% | +16.7% | -21.9% | -3.3% |
| 3M | +14.6% | +18.3% | -3.7% | +17.3% |
| 6M | -6.9% | +15.8% | -22.7% | -4.6% |
| YTD | -1.4% | +30.5% | -31.9% | +3.0% |
| 1Y | +11.2% | +49.3% | -38.1% | +16.7% |
| All | +11.2% | +53.5% | -42.3% | +16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH 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 MOH 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