+516.8%
MS vs SNAP
-77.2%
+594.0%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.0% | +4.3% | +0.7% |
| 7D | +1.4% | +0.7% | +0.6% | +1.3% |
| 30D | -0.3% | +2.6% | -2.9% | -0.7% |
| 3M | +0.3% | -9.9% | +10.2% | +0.9% |
| 6M | +31.3% | +1.9% | +29.5% | +29.7% |
| YTD | +24.7% | -32.2% | +56.9% | +28.7% |
| 1Y | +47.9% | -22.8% | +70.8% | +50.0% |
| 3Y | +178.3% | -47.6% | +225.9% | +182.4% |
| 5Y | +144.9% | -92.7% | +237.6% | +183.0% |
| All | +516.8% | -77.2% | +594.0% | +429.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling