+29.2%
SNPS vs MOS
-31.6%
+60.8%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +3.3% | -8.2% | -5.3% |
| 7D | -10.2% | +22.5% | -32.7% | -12.5% |
| 30D | -12.8% | +6.6% | -19.5% | -13.7% |
| 3M | +9.9% | -3.8% | +13.7% | +9.7% |
| 6M | -12.4% | -2.2% | -10.2% | -13.0% |
| YTD | -6.3% | -4.8% | -1.5% | -7.5% |
| 1Y | +7.6% | -11.7% | +19.3% | +7.3% |
| 3Y | -9.8% | -26.5% | +16.8% | -10.0% |
| 5Y | +29.2% | -32.2% | +61.4% | +16.6% |
| All | +29.2% | -31.6% | +60.8% | +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 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