-30.3%
SNAP vs MAS
+37.4%
-67.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | -3.4% | -10.6% | -12.9% |
| 7D | -10.4% | +4.6% | -14.9% | -11.3% |
| 30D | -11.9% | +19.9% | -31.8% | -16.5% |
| 3M | -4.5% | +8.9% | -13.4% | -6.9% |
| 6M | -16.7% | +20.2% | -36.8% | -20.9% |
| YTD | -36.9% | +33.9% | -70.8% | -41.6% |
| 1Y | -30.3% | +34.7% | -64.9% | -35.3% |
| All | -30.3% | +37.4% | -67.7% | -35.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling