+520.3%
MA vs SNAP
-79.3%
+599.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.6% | +2.1% | -0.2% |
| 7D | +2.3% | -7.1% | +9.4% | +3.0% |
| 30D | +14.7% | -14.6% | +29.3% | +16.4% |
| 3M | +13.5% | -5.0% | +18.5% | +13.6% |
| 6M | +33.1% | -18.8% | +51.9% | +34.8% |
| YTD | +15.1% | -38.5% | +53.6% | +19.2% |
| 1Y | +18.7% | -38.1% | +56.8% | +22.8% |
| 3Y | +72.1% | -53.8% | +125.9% | +74.5% |
| 5Y | +92.8% | -90.7% | +183.5% | +117.5% |
| All | +520.3% | -79.3% | +599.6% | +423.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling