-14.0%
SNPS vs MOH
-36.3%
+22.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.0% | -1.9% | 0.0% |
| 7D | +0.9% | +1.7% | -0.8% | +0.9% |
| 30D | -3.6% | -0.9% | -2.7% | -3.6% |
| 3M | -12.9% | +5.7% | -18.6% | -13.0% |
| 6M | -8.2% | +39.1% | -47.3% | -8.7% |
| YTD | -15.4% | +17.7% | -33.1% | -15.8% |
| 1Y | -9.3% | +8.4% | -17.7% | -9.4% |
| 3Y | -14.0% | -36.6% | +22.6% | -16.2% |
| All | -14.0% | -36.3% | +22.3% | -16.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling