+1,526.1%
SNPS vs MSCI
+2,756.4%
-1,230.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.3% | -5.1% | -5.3% |
| 7D | -11.0% | +0.4% | -11.4% | -11.1% |
| 30D | -1.7% | +0.6% | -2.3% | -2.0% |
| 3M | -20.4% | -7.1% | -13.3% | -18.7% |
| 6M | -8.6% | +0.8% | -9.5% | -9.9% |
| YTD | -16.2% | +1.0% | -17.1% | -17.6% |
| 1Y | -34.6% | +4.3% | -38.9% | -36.7% |
| 3Y | -14.5% | +9.9% | -24.4% | -20.3% |
| 5Y | +17.0% | -6.8% | +23.8% | +15.0% |
| 10Y | +560.0% | +614.7% | -54.6% | +240.2% |
| All | +1,526.1% | +2,756.4% | -1,230.3% | +477.4% |
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