-79.2%
SNAP vs MAS
+181.4%
-260.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | -3.4% | -10.6% | -12.0% |
| 7D | -10.4% | +4.6% | -14.9% | -12.5% |
| 30D | -11.9% | +19.9% | -31.8% | -21.1% |
| 3M | -4.5% | +8.9% | -13.4% | -9.6% |
| 6M | -16.7% | +20.2% | -36.8% | -26.6% |
| YTD | -36.9% | +33.9% | -70.8% | -49.1% |
| 1Y | -30.3% | +34.7% | -64.9% | -44.2% |
| 3Y | -52.5% | +60.4% | -112.9% | -66.9% |
| 5Y | -90.4% | +43.5% | -133.9% | -92.9% |
| All | -79.2% | +181.4% | -260.6% | -90.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 10y: compounded portfolio wealth divided by compounded MAS 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…
10y analysis · Full analysis span regression · 6 months rolling