-90.3%
SNAP vs MCO
+36.8%
-127.0%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.6% | -0.6% | -0.7% |
| 7D | +2.6% | -1.7% | +4.3% | +4.3% |
| 30D | -19.6% | +9.1% | -28.7% | -25.9% |
| 3M | +0.4% | +6.2% | -5.8% | -5.4% |
| 6M | -5.9% | +12.6% | -18.6% | -17.1% |
| YTD | -35.3% | -0.2% | -35.1% | -36.3% |
| 1Y | -42.6% | +4.1% | -46.7% | -46.0% |
| 3Y | -53.9% | +50.6% | -104.5% | -73.8% |
| 5Y | -90.3% | +36.2% | -126.5% | -93.9% |
| All | -90.3% | +36.8% | -127.0% | -93.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling