+88.5%
MA vs SNPS
+30.3%
+58.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +2.9% | +1.6% |
| 7D | +1.3% | +1.1% | +0.2% | +1.1% |
| 30D | +9.6% | -5.2% | +14.8% | +10.5% |
| 3M | +16.8% | +10.6% | +6.2% | +13.5% |
| 6M | +35.2% | -10.6% | +45.8% | +36.6% |
| YTD | +16.6% | -3.1% | +19.7% | +14.7% |
| 1Y | +19.8% | +15.6% | +4.2% | +12.9% |
| 3Y | +70.7% | -12.9% | +83.6% | +56.2% |
| All | +88.5% | +30.3% | +58.2% | +34.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SNPS.
Daily Out/Under-Performance
Portfolio return minus SNPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNPS 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 SNPS 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