+6,288.2%
MS vs SNPS
+4,784.8%
+1,503.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.4% | +5.7% | +2.2% |
| 7D | +1.4% | -11.0% | +12.4% | +5.6% |
| 30D | -0.3% | -1.7% | +1.5% | -0.3% |
| 3M | +0.3% | -20.4% | +20.6% | +7.9% |
| 6M | +31.3% | -8.6% | +40.0% | +33.3% |
| YTD | +24.7% | -16.2% | +40.8% | +30.0% |
| 1Y | +47.9% | -34.6% | +82.5% | +59.9% |
| 3Y | +178.3% | -14.5% | +192.8% | +161.5% |
| 5Y | +144.9% | +17.0% | +127.9% | +97.8% |
| 10Y | +804.5% | +560.0% | +244.5% | +268.7% |
| All | +6,288.2% | +4,784.8% | +1,503.4% | +1,420.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling