+443.3%
MS vs SNAP
-77.7%
+521.0%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +6.8% | -5.2% | +0.8% |
| 7D | -1.7% | -9.8% | +8.1% | -0.6% |
| 30D | +0.9% | -18.2% | +19.1% | +3.2% |
| 3M | -10.8% | -3.1% | -7.7% | -10.9% |
| 6M | +0.9% | -7.1% | +8.0% | +0.9% |
| YTD | +9.8% | -33.8% | +43.6% | +13.4% |
| 1Y | +17.1% | -39.0% | +56.1% | +22.0% |
| 3Y | +175.7% | -52.8% | +228.5% | +183.0% |
| 5Y | +125.9% | -90.0% | +215.8% | +153.1% |
| All | +443.3% | -77.7% | +521.0% | +366.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling