+189.8%
MU vs SNAP
-39.3%
+229.1%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.8% | +4.4% | +5.7% |
| 7D | -12.0% | -7.3% | -4.7% | -9.5% |
| 30D | -28.7% | -18.9% | -9.8% | -24.4% |
| 3M | -16.4% | -5.3% | -11.2% | -15.5% |
| 6M | -1.8% | -16.9% | +15.1% | +5.3% |
| YTD | +157.1% | -37.4% | +194.5% | +240.7% |
| All | +189.8% | -39.3% | +229.1% | +303.4% |
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 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