-10.1%
SNPS vs MOS
-26.7%
+16.6%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +3.3% | -8.2% | -5.1% |
| 7D | -10.2% | +22.5% | -32.7% | -11.4% |
| 30D | -12.8% | +6.6% | -19.5% | -13.4% |
| 3M | +9.9% | -3.8% | +13.7% | +9.7% |
| 6M | -12.4% | -2.2% | -10.2% | -12.8% |
| YTD | -6.3% | -4.8% | -1.5% | -7.5% |
| 1Y | +7.6% | -11.7% | +19.3% | +7.3% |
| All | -10.1% | -26.7% | +16.6% | -14.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling