+821.7%
MSFT vs SNAP
-79.3%
+901.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.6% | +1.6% | -0.7% |
| 7D | +1.7% | -7.1% | +8.8% | +2.6% |
| 30D | +0.2% | -14.6% | +14.8% | +2.1% |
| 3M | +6.4% | -5.0% | +11.3% | +6.6% |
| 6M | +28.7% | -18.8% | +47.5% | +31.1% |
| YTD | +10.4% | -38.5% | +49.0% | +15.8% |
| 1Y | +7.6% | -38.1% | +45.7% | +12.6% |
| 3Y | +52.3% | -53.8% | +106.1% | +56.6% |
| 5Y | +64.5% | -90.7% | +155.2% | +89.0% |
| All | +821.7% | -79.3% | +901.0% | +722.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling