-12.4%
SNPS vs MSCI
+13.5%
-25.8%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.7% | -2.2% | -5.0% |
| 7D | -10.2% | +6.0% | -16.2% | -9.7% |
| 30D | -12.8% | +18.2% | -31.0% | -12.0% |
| 3M | +9.9% | +15.1% | -5.3% | +10.5% |
| 6M | -12.4% | +13.7% | -26.1% | -11.7% |
| All | -12.4% | +13.5% | -25.8% | -11.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling