-0.8%
MSFT vs SNAP
-24.3%
+23.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.0% | +2.0% | -1.3% |
| 7D | -2.7% | +0.7% | -3.4% | -2.9% |
| 30D | +2.7% | +2.6% | +0.1% | +1.8% |
| 3M | +17.0% | -9.9% | +26.8% | +17.8% |
| 6M | +23.8% | +1.9% | +22.0% | +20.7% |
| YTD | +4.0% | -32.2% | +36.2% | +5.7% |
| 1Y | -0.8% | -22.8% | +22.0% | +3.9% |
| All | -0.8% | -24.3% | +23.5% | +3.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling