+808.5%
MS vs SNPS
+561.9%
+246.6%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.4% | +5.7% | +2.2% |
| 7D | +1.4% | -11.0% | +12.4% | +5.5% |
| 30D | -0.3% | -1.7% | +1.5% | -0.3% |
| 3M | +0.3% | -20.4% | +20.6% | +7.7% |
| 6M | +31.3% | -8.6% | +40.0% | +33.1% |
| YTD | +24.7% | -16.2% | +40.8% | +29.8% |
| 1Y | +47.9% | -34.6% | +82.5% | +59.9% |
| 3Y | +178.3% | -14.5% | +192.8% | +151.8% |
| 5Y | +144.9% | +17.0% | +127.9% | +81.6% |
| All | +808.5% | +561.9% | +246.6% | +149.5% |
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