-92.8%
SNAP vs MAS
+32.0%
-124.9%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.8% | -5.8% | -5.2% |
| 7D | +0.7% | -0.8% | +1.5% | +1.2% |
| 30D | +2.6% | -5.6% | +8.2% | +6.3% |
| 3M | -9.9% | +4.4% | -14.3% | -13.5% |
| 6M | +1.9% | +7.2% | -5.3% | -5.0% |
| YTD | -32.2% | +16.1% | -48.3% | -41.1% |
| 1Y | -22.8% | +0.1% | -22.9% | -26.0% |
| 3Y | -47.6% | +28.3% | -75.9% | -60.1% |
| All | -92.8% | +32.0% | -124.9% | -94.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling