-48.6%
SNAP vs MAGS
+186.6%
-235.2%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.2% |
| 7D | +1.5% | +1.2% | +0.3% | +0.3% |
| 30D | +1.9% | -0.1% | +2.0% | +2.1% |
| 3M | -3.9% | +3.8% | -7.7% | -7.2% |
| 6M | +5.2% | +13.2% | -8.0% | -6.2% |
| YTD | -32.7% | +4.7% | -37.4% | -35.1% |
| 1Y | -24.8% | +14.4% | -39.2% | -33.7% |
| 3Y | -42.2% | +128.6% | -170.7% | -73.9% |
| All | -48.6% | +186.6% | -235.2% | -82.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MAGS.
Daily Out/Under-Performance
Portfolio return minus MAGS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAGS 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 5y: compounded portfolio wealth divided by compounded MAGS 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…
5y analysis · Full analysis span regression · 6 months rolling