-92.6%
SNAP vs MCO
+26.7%
-119.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.5% | +5.5% | +5.4% |
| 7D | -3.2% | -7.3% | +4.2% | +4.0% |
| 30D | +0.2% | -1.7% | +1.9% | +1.7% |
| 3M | +2.6% | +3.9% | -1.3% | -1.9% |
| 6M | +12.4% | +3.8% | +8.6% | +7.1% |
| YTD | -31.6% | -7.9% | -23.7% | -27.3% |
| 1Y | -21.7% | -6.8% | -14.9% | -18.8% |
| 3Y | -41.2% | +40.9% | -82.2% | -64.2% |
| 5Y | -92.6% | +27.5% | -120.1% | -95.1% |
| All | -92.6% | +26.7% | -119.3% | -95.1% |
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 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