-15.6%
SNPS vs MOS
-29.5%
+13.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.4% | -6.8% | -5.5% |
| 7D | -11.0% | +9.5% | -20.6% | -11.7% |
| 30D | -1.7% | +10.4% | -12.2% | -2.7% |
| 3M | -20.4% | +12.9% | -33.2% | -21.4% |
| 6M | -8.6% | +1.2% | -9.9% | -9.2% |
| YTD | -16.2% | +9.3% | -25.5% | -17.9% |
| 1Y | -34.6% | -18.0% | -16.6% | -33.2% |
| All | -15.6% | -29.5% | +13.8% | -16.6% |
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 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