-8.6%
SNPS vs MSCI
+1.9%
-10.5%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.3% | -5.1% | -5.4% |
| 7D | -11.0% | +0.4% | -11.4% | -11.0% |
| 30D | -1.7% | +0.6% | -2.3% | -1.8% |
| 3M | -20.4% | -7.1% | -13.3% | -19.7% |
| 6M | -8.6% | +0.8% | -9.5% | -13.7% |
| All | -8.6% | +1.9% | -10.5% | -13.7% |
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