+449.6%
MA vs SNAP
-77.2%
+526.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.0% | +2.9% | -0.7% |
| 7D | -2.7% | +0.7% | -3.4% | -2.8% |
| 30D | +1.5% | +2.6% | -1.1% | +1.1% |
| 3M | +20.4% | -9.9% | +30.3% | +21.1% |
| 6M | +11.1% | +1.9% | +9.3% | +9.7% |
| YTD | +2.0% | -32.2% | +34.2% | +4.9% |
| 1Y | -2.2% | -22.8% | +20.7% | -1.2% |
| 3Y | +41.9% | -47.6% | +89.5% | +42.0% |
| 5Y | +75.4% | -92.7% | +168.1% | +103.6% |
| All | +449.6% | -77.2% | +526.8% | +360.0% |
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