+1,718.0%
SNPS vs MSCI
+3,169.6%
-1,451.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.7% | -2.2% | -3.8% |
| 7D | -10.2% | +6.0% | -16.2% | -12.2% |
| 30D | -12.8% | +18.2% | -31.0% | -18.6% |
| 3M | +9.9% | +15.1% | -5.3% | +3.6% |
| 6M | -12.4% | +13.7% | -26.1% | -17.9% |
| YTD | -6.3% | +15.6% | -21.9% | -12.9% |
| 1Y | +7.6% | +16.3% | -8.7% | -0.4% |
| 3Y | -9.8% | +36.9% | -46.6% | -23.1% |
| 5Y | +29.2% | +6.3% | +22.9% | +20.2% |
| 10Y | +663.8% | +823.0% | -159.2% | +260.3% |
| All | +1,718.0% | +3,169.6% | -1,451.7% | +510.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling