-68.3%
SNAP vs MGY
+210.4%
-278.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.2% | +2.7% | +2.9% |
| 7D | +3.8% | +3.5% | +0.3% | +2.9% |
| 30D | +9.2% | +5.3% | +4.0% | +7.5% |
| 3M | +6.6% | +2.6% | +3.9% | +4.8% |
| 6M | +16.9% | -3.3% | +20.2% | +15.7% |
| YTD | -29.6% | +29.2% | -58.8% | -36.0% |
| 1Y | -22.1% | +18.0% | -40.1% | -27.4% |
| 3Y | -39.8% | +30.0% | -69.8% | -45.8% |
| 5Y | -92.4% | +92.7% | -185.1% | -94.0% |
| All | -68.3% | +210.4% | -278.6% | -79.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling