+417.1%
MS vs SNAP
-79.3%
+496.4%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.6% | +2.0% | -0.2% |
| 7D | -1.6% | -7.1% | +5.6% | -0.7% |
| 30D | -3.8% | -14.6% | +10.9% | -2.1% |
| 3M | -14.6% | -5.0% | -9.6% | -14.4% |
| 6M | -5.1% | -18.8% | +13.8% | -3.6% |
| YTD | +4.5% | -38.5% | +43.1% | +8.9% |
| 1Y | +13.5% | -38.1% | +51.6% | +18.2% |
| 3Y | +160.4% | -53.8% | +214.2% | +168.0% |
| 5Y | +112.9% | -90.7% | +203.5% | +140.6% |
| All | +417.1% | -79.3% | +496.4% | +347.9% |
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