+607.1%
MS vs SNPS
+667.9%
-60.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.3% | -2.9% | -1.3% |
| 7D | -1.6% | -3.7% | +2.1% | -0.3% |
| 30D | -3.8% | -10.4% | +6.6% | -0.2% |
| 3M | -14.6% | +11.0% | -25.6% | -18.7% |
| 6M | -5.1% | -10.7% | +5.6% | -3.0% |
| YTD | +4.5% | -4.1% | +8.6% | +3.1% |
| 1Y | +13.5% | +13.7% | -0.2% | +5.1% |
| 3Y | +160.4% | -8.1% | +168.5% | +130.4% |
| 5Y | +112.9% | +32.2% | +80.7% | +51.1% |
| All | +607.1% | +667.9% | -60.8% | +105.3% |
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