+33.3%
SNPS vs MOS
-32.9%
+66.3%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.6% | +4.7% | +0.6% |
| 7D | +5.1% | -2.6% | +7.6% | +5.4% |
| 30D | -6.4% | +13.5% | -19.9% | -8.0% |
| 3M | +12.2% | -2.9% | +15.1% | +11.9% |
| 6M | -9.8% | -1.0% | -8.8% | -10.7% |
| YTD | -1.5% | -7.2% | +5.7% | -2.5% |
| 1Y | +16.0% | -11.4% | +27.4% | +15.4% |
| 3Y | -10.8% | -29.0% | +18.2% | -10.7% |
| 5Y | +33.3% | -34.0% | +67.3% | +21.7% |
| All | +33.3% | -32.9% | +66.3% | +21.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling