-53.0%
SNAP vs MAGS
+180.2%
-233.3%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.0% | -3.6% | -3.6% |
| 7D | -7.1% | -1.4% | -5.7% | -5.1% |
| 30D | -14.6% | -8.4% | -6.3% | -5.8% |
| 3M | -5.0% | -1.5% | -3.4% | -2.6% |
| 6M | -18.8% | -1.4% | -17.5% | -16.8% |
| YTD | -38.5% | +2.4% | -40.9% | -38.8% |
| 1Y | -38.1% | +3.5% | -41.6% | -39.1% |
| 3Y | -53.8% | +125.3% | -179.0% | -78.6% |
| All | -53.0% | +180.2% | -233.3% | -83.9% |
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