+578.8%
MS vs SNPS
+702.6%
-123.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.7% | -0.5% | +1.9% |
| 7D | +0.7% | +0.2% | +0.5% | +0.7% |
| 30D | -0.9% | -8.4% | +7.5% | +2.0% |
| 3M | -13.0% | +12.3% | -25.2% | -17.5% |
| 6M | -2.0% | -9.6% | +7.6% | -0.2% |
| YTD | +7.8% | -0.6% | +8.4% | +5.0% |
| 1Y | +17.9% | +18.7% | -0.8% | +7.5% |
| 3Y | +174.8% | -7.6% | +182.3% | +143.7% |
| 5Y | +119.9% | +34.1% | +85.8% | +55.9% |
| 10Y | +578.8% | +691.2% | -112.4% | +91.7% |
| All | +578.8% | +702.6% | -123.8% | +91.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SNPS.
Daily Out/Under-Performance
Portfolio return minus SNPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNPS 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 SNPS 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