-44.8%
SNAP vs MAS
+67.0%
-111.8%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +5.6% | +0.3% | +3.1% |
| 7D | -0.7% | +14.2% | -14.8% | -7.2% |
| 30D | +5.5% | +26.8% | -21.3% | -6.6% |
| 3M | +2.2% | +13.1% | -10.9% | -4.3% |
| 6M | -4.1% | +27.9% | -32.0% | -16.6% |
| YTD | -26.6% | +38.7% | -65.3% | -40.5% |
| 1Y | -20.7% | +40.4% | -61.1% | -36.5% |
| All | -44.8% | +67.0% | -111.8% | -62.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling