+675.0%
SNPS vs MOS
-1.8%
+676.8%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.6% |
| 7D | -0.2% | +5.5% | -5.6% | -0.9% |
| 30D | -8.0% | +21.0% | -29.0% | -10.7% |
| 3M | +12.5% | -0.5% | +12.9% | +11.8% |
| 6M | -10.5% | +6.6% | -17.1% | -12.3% |
| YTD | -1.6% | -2.8% | +1.2% | -3.2% |
| 1Y | +16.8% | -8.1% | +24.9% | +15.7% |
| 3Y | -10.9% | -25.6% | +14.7% | -10.6% |
| 5Y | +35.8% | -29.8% | +65.5% | +33.8% |
| 10Y | +675.0% | +0.6% | +674.4% | +570.2% |
| All | +675.0% | -1.8% | +676.8% | +570.2% |
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