+691.2%
SNPS vs MOS
+6.2%
+685.1%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.8% | +1.8% | +3.4% |
| 7D | +0.2% | +19.7% | -19.5% | -2.5% |
| 30D | -8.4% | +21.5% | -29.9% | -11.1% |
| 3M | +12.3% | -0.4% | +12.7% | +11.6% |
| 6M | -9.6% | +4.5% | -14.1% | -11.2% |
| YTD | -0.6% | -2.9% | +2.3% | -2.1% |
| 1Y | +18.7% | -7.7% | +26.4% | +17.5% |
| 3Y | -7.6% | -25.6% | +18.1% | -7.3% |
| 5Y | +34.1% | -31.2% | +65.2% | +32.6% |
| 10Y | +691.2% | +2.8% | +688.4% | +585.3% |
| All | +691.2% | +6.2% | +685.1% | +585.3% |
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