+443.4%
MS vs SNAP
-78.1%
+521.4%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.7% |
| 7D | +5.1% | +6.0% | -1.0% | +4.3% |
| 30D | +5.7% | -13.8% | +19.4% | +7.4% |
| 3M | -12.2% | -0.8% | -11.4% | -12.4% |
| 6M | -0.5% | -6.2% | +5.7% | -0.7% |
| YTD | +9.8% | -34.8% | +44.6% | +13.7% |
| 1Y | +17.7% | -38.7% | +56.4% | +22.6% |
| 3Y | +176.8% | -53.5% | +230.3% | +184.6% |
| 5Y | +123.7% | -90.2% | +213.9% | +151.3% |
| All | +443.4% | -78.1% | +521.4% | +367.3% |
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