-88.7%
SNAP vs MAS
+48.4%
-137.1%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +5.6% | +0.3% | +2.3% |
| 7D | -0.7% | +14.2% | -14.8% | -9.0% |
| 30D | +5.5% | +26.8% | -21.3% | -9.7% |
| 3M | +2.2% | +13.1% | -10.9% | -6.1% |
| 6M | -4.1% | +27.9% | -32.0% | -20.0% |
| YTD | -26.6% | +38.7% | -65.3% | -43.6% |
| 1Y | -20.7% | +40.4% | -61.1% | -40.0% |
| 3Y | -44.8% | +66.1% | -110.9% | -65.4% |
| 5Y | -88.7% | +47.4% | -136.1% | -92.5% |
| All | -88.7% | +48.4% | -137.1% | -92.5% |
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 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