-90.5%
SNAP vs MGY
+35.2%
-125.7%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.8% | +0.4% |
| 7D | +6.0% | +4.5% | +1.5% | +4.9% |
| 30D | -13.8% | -0.4% | -13.4% | -14.0% |
| 3M | -0.8% | -4.3% | +3.6% | -0.5% |
| 6M | -6.2% | -12.9% | +6.6% | -4.2% |
| YTD | -34.8% | +15.2% | -50.0% | -40.4% |
| 1Y | -38.7% | +10.3% | -49.0% | -43.1% |
| 3Y | -53.5% | +23.6% | -77.1% | -58.6% |
| All | -90.5% | +35.2% | -125.7% | -91.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling