-47.7%
SNAP vs MAS
+29.0%
-76.7%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.8% | -5.8% | -5.0% |
| 7D | +0.7% | -0.8% | +1.5% | +1.1% |
| 30D | +2.6% | -5.6% | +8.2% | +5.6% |
| 3M | -9.9% | +4.4% | -14.3% | -12.7% |
| 6M | +1.9% | +7.2% | -5.3% | -3.8% |
| YTD | -32.2% | +16.1% | -48.3% | -39.8% |
| 1Y | -22.8% | +0.1% | -22.9% | -24.9% |
| All | -47.7% | +29.0% | -76.7% | -62.6% |
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