+523.2%
MA vs SNAP
-79.0%
+602.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.8% | -1.3% | +0.3% |
| 7D | -0.3% | -7.3% | +7.0% | +0.4% |
| 30D | +11.3% | -18.9% | +30.3% | +13.6% |
| 3M | +16.7% | -5.3% | +21.9% | +16.8% |
| 6M | +32.8% | -16.9% | +49.7% | +34.2% |
| YTD | +15.6% | -37.4% | +53.0% | +19.6% |
| 1Y | +19.6% | -38.5% | +58.1% | +23.7% |
| 3Y | +72.1% | -55.1% | +127.2% | +75.1% |
| 5Y | +96.0% | -90.8% | +186.8% | +121.6% |
| All | +523.2% | -79.0% | +602.2% | +424.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 10y: compounded portfolio wealth divided by compounded SNAP 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…
10y analysis · Full analysis span regression · 6 months rolling