-12.9%
SNPS vs MSCI
+34.1%
-47.1%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.3% | -3.0% | -2.0% |
| 7D | +1.1% | +3.0% | -1.9% | +0.2% |
| 30D | -5.2% | +17.8% | -22.9% | -10.0% |
| 3M | +10.6% | +15.2% | -4.6% | +5.5% |
| 6M | -10.6% | +16.5% | -27.1% | -16.1% |
| YTD | -3.1% | +16.4% | -19.5% | -9.1% |
| 1Y | +15.6% | +16.8% | -1.3% | +8.1% |
| 3Y | -12.9% | +35.8% | -48.7% | -25.3% |
| All | -12.9% | +34.1% | -47.1% | -25.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling