+93.3%
MA vs SNPS
+28.8%
+64.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.9% | +2.4% | -1.6% |
| 7D | +3.2% | -10.2% | +13.4% | +5.2% |
| 30D | +15.9% | -12.8% | +28.8% | +18.7% |
| 3M | +15.2% | +9.9% | +5.3% | +12.0% |
| 6M | +32.4% | -12.4% | +44.8% | +34.2% |
| YTD | +15.6% | -6.3% | +21.9% | +14.6% |
| 1Y | +19.3% | +7.6% | +11.7% | +14.2% |
| 3Y | +73.0% | -9.8% | +82.7% | +54.7% |
| All | +93.3% | +28.8% | +64.4% | +37.9% |
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