+847.0%
MSFT vs SNAP
-79.0%
+925.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.8% | +0.9% | +2.5% |
| 7D | +7.5% | -7.3% | +14.8% | +8.5% |
| 30D | +1.9% | -18.9% | +20.8% | +4.5% |
| 3M | +9.2% | -5.3% | +14.5% | +9.6% |
| 6M | +31.9% | -16.9% | +48.8% | +33.9% |
| YTD | +13.4% | -37.4% | +50.9% | +18.7% |
| 1Y | +10.6% | -38.5% | +49.1% | +15.9% |
| 3Y | +54.7% | -55.1% | +109.8% | +59.6% |
| 5Y | +69.1% | -90.8% | +159.9% | +94.5% |
| All | +847.0% | -79.0% | +925.9% | +743.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling