-22.8%
SNAP vs MGY
+15.5%
-38.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.5% | -2.5% | -4.4% |
| 7D | +0.7% | +2.1% | -1.4% | +1.2% |
| 30D | +2.6% | +13.8% | -11.2% | +5.4% |
| 3M | -9.9% | -4.3% | -5.6% | -9.5% |
| 6M | +1.9% | -5.1% | +6.9% | +0.3% |
| YTD | -32.2% | +24.8% | -57.0% | -36.3% |
| 1Y | -22.8% | +11.8% | -34.7% | -27.5% |
| All | -22.8% | +15.5% | -38.4% | -27.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MGY.
Daily Out/Under-Performance
Portfolio return minus MGY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MGY 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 MGY 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