-77.7%
SNAP vs MAS
+144.0%
-221.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.8% | -5.8% | -5.1% |
| 7D | +0.7% | -0.8% | +1.5% | +1.2% |
| 30D | +2.6% | -5.6% | +8.2% | +6.1% |
| 3M | -9.9% | +4.4% | -14.3% | -13.1% |
| 6M | +1.9% | +7.2% | -5.3% | -4.4% |
| YTD | -32.2% | +16.1% | -48.3% | -40.2% |
| 1Y | -22.8% | +0.1% | -22.9% | -25.7% |
| 3Y | -47.6% | +28.3% | -75.9% | -58.1% |
| 5Y | -92.7% | +30.5% | -123.2% | -94.3% |
| All | -77.7% | +144.0% | -221.7% | -88.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling