+16.2%
MS vs SNAP
-39.9%
+56.1%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.4% |
| 7D | +0.8% | -10.6% | +11.3% | +2.8% |
| 30D | -0.7% | -19.7% | +19.0% | +2.9% |
| 3M | -12.4% | -6.5% | -5.8% | -11.7% |
| 6M | -1.7% | -17.8% | +16.0% | +1.4% |
| YTD | +8.0% | -38.0% | +46.1% | +15.8% |
| 1Y | +16.2% | -42.5% | +58.7% | +30.3% |
| All | +16.2% | -39.9% | +56.1% | +30.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling