+114.0%
MS vs SNAP
-90.2%
+204.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -14.0% | +8.1% | -4.2% |
| 7D | -3.4% | -10.4% | +7.0% | -2.1% |
| 30D | -3.9% | -11.9% | +8.0% | -2.5% |
| 3M | -15.9% | -4.5% | -11.4% | -15.8% |
| 6M | -2.5% | -16.7% | +14.2% | -1.2% |
| YTD | +5.1% | -36.9% | +42.0% | +9.3% |
| 1Y | +13.0% | -30.3% | +43.2% | +15.9% |
| 3Y | +160.7% | -52.5% | +213.2% | +167.0% |
| 5Y | +114.0% | -90.4% | +204.5% | +153.3% |
| All | +114.0% | -90.2% | +204.3% | +153.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling