+89.6%
MA vs SNAP
-90.7%
+180.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.5% |
| 7D | +1.8% | -10.6% | +12.4% | +2.7% |
| 30D | +11.8% | -19.7% | +31.6% | +13.8% |
| 3M | +17.2% | -6.5% | +23.7% | +17.5% |
| 6M | +33.4% | -17.8% | +51.2% | +34.7% |
| YTD | +16.1% | -38.0% | +54.2% | +19.5% |
| 1Y | +19.9% | -42.5% | +62.4% | +24.1% |
| 3Y | +70.1% | -55.8% | +125.9% | +72.2% |
| 5Y | +89.6% | -90.5% | +180.2% | +131.8% |
| All | +89.6% | -90.7% | +180.4% | +131.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling