-38.7%
SNAP vs MCO
+4.6%
-43.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.4% | +0.6% |
| 7D | +6.0% | +0.5% | +5.5% | +5.8% |
| 30D | -13.8% | +9.8% | -23.6% | -18.2% |
| 3M | -0.8% | +4.3% | -5.0% | -2.9% |
| 6M | -6.2% | +16.5% | -22.7% | -14.7% |
| YTD | -34.8% | +0.1% | -35.0% | -34.7% |
| 1Y | -38.7% | +4.4% | -43.1% | -39.1% |
| All | -38.7% | +4.6% | -43.3% | -39.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling