+663.1%
SNPS vs MOS
+8.6%
+654.5%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.1% | +2.2% | +2.3% |
| 7D | -3.7% | +21.6% | -25.3% | -6.5% |
| 30D | -10.4% | +12.0% | -22.4% | -12.1% |
| 3M | +11.0% | -3.9% | +14.8% | +10.8% |
| 6M | -10.7% | -3.3% | -7.4% | -11.3% |
| YTD | -4.1% | -4.6% | +0.5% | -5.3% |
| 1Y | +13.7% | -7.0% | +20.7% | +12.4% |
| 3Y | -8.1% | -24.4% | +16.4% | -8.1% |
| 5Y | +32.2% | -32.1% | +64.3% | +31.0% |
| All | +663.1% | +8.6% | +654.5% | +570.6% |
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