+19.1%
MA vs SNAP
-38.5%
+57.6%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +6.8% | -6.5% | -0.3% |
| 7D | -1.8% | -9.8% | +8.0% | -1.0% |
| 30D | +11.0% | -18.2% | +29.3% | +12.7% |
| 3M | +17.9% | -3.1% | +20.9% | +17.8% |
| 6M | +33.2% | -7.1% | +40.3% | +32.6% |
| YTD | +16.5% | -33.8% | +50.3% | +14.9% |
| 1Y | +19.1% | -39.0% | +58.1% | +18.8% |
| All | +19.1% | -38.5% | +57.6% | +18.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling