-78.5%
SNAP vs MCO
+392.1%
-470.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.4% | +0.5% |
| 7D | +6.0% | +0.5% | +5.5% | +5.7% |
| 30D | -13.8% | +9.8% | -23.6% | -19.8% |
| 3M | -0.8% | +4.3% | -5.0% | -4.0% |
| 6M | -6.2% | +16.5% | -22.7% | -17.4% |
| YTD | -34.8% | +0.1% | -35.0% | -35.7% |
| 1Y | -38.7% | +4.4% | -43.1% | -41.6% |
| 3Y | -53.5% | +51.6% | -105.0% | -68.3% |
| 5Y | -90.2% | +36.7% | -126.9% | -92.7% |
| All | -78.5% | +392.1% | -470.6% | -92.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 10y: compounded portfolio wealth divided by compounded MCO 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…
10y analysis · Full analysis span regression · 6 months rolling