+691.2%
SNPS vs MSCI
+799.4%
-108.2%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.8% | +2.8% | +3.2% |
| 7D | +0.2% | +1.5% | -1.3% | -0.7% |
| 30D | -8.4% | +14.4% | -22.8% | -15.3% |
| 3M | +12.3% | +15.2% | -2.9% | +3.3% |
| 6M | -9.6% | +11.2% | -20.8% | -16.7% |
| YTD | -0.6% | +13.9% | -14.5% | -10.0% |
| 1Y | +18.7% | +12.5% | +6.2% | +8.0% |
| 3Y | -7.6% | +32.3% | -39.8% | -26.4% |
| 5Y | +34.1% | +4.9% | +29.2% | +19.5% |
| 10Y | +691.2% | +779.7% | -88.5% | +162.9% |
| All | +691.2% | +799.4% | -108.2% | +162.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 MSCI 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