-42.3%
MSTR vs SNAP
-22.3%
-20.0%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +5.9% | -0.8% | +2.4% |
| 7D | -1.8% | -0.7% | -1.1% | -1.5% |
| 30D | -13.3% | +5.5% | -18.8% | -15.2% |
| 3M | +46.0% | +2.2% | +43.7% | +43.4% |
| 6M | -22.4% | -4.1% | -18.4% | -22.7% |
| YTD | -6.2% | -26.6% | +20.4% | -5.5% |
| 1Y | -42.3% | -20.7% | -21.5% | -42.5% |
| All | -42.3% | -22.3% | -20.0% | -42.5% |
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