+558.6%
SNPS vs MOS
+5.8%
+552.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.4% | -6.8% | -5.6% |
| 7D | -11.0% | +9.5% | -20.6% | -12.2% |
| 30D | -1.7% | +10.4% | -12.2% | -3.3% |
| 3M | -20.4% | +12.9% | -33.2% | -22.1% |
| 6M | -8.6% | +1.2% | -9.9% | -9.8% |
| YTD | -16.2% | +9.3% | -25.5% | -18.5% |
| 1Y | -34.6% | -18.0% | -16.6% | -33.8% |
| 3Y | -14.5% | -29.0% | +14.6% | -13.1% |
| 5Y | +17.0% | -9.6% | +26.6% | +11.2% |
| All | +558.6% | +5.8% | +552.8% | +482.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 MOS 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