+72.9%
MA vs SNAP
-52.6%
+125.5%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -14.0% | +11.5% | -1.5% |
| 7D | +3.2% | -10.4% | +13.6% | +3.9% |
| 30D | +15.9% | -11.9% | +27.9% | +16.8% |
| 3M | +15.2% | -4.5% | +19.7% | +15.3% |
| 6M | +32.4% | -16.7% | +49.1% | +33.2% |
| YTD | +15.6% | -36.9% | +52.6% | +17.7% |
| 1Y | +19.3% | -30.3% | +49.6% | +20.6% |
| All | +72.9% | -52.6% | +125.5% | +69.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling