-77.7%
SNAP vs MOD
+1,535.8%
-1,613.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +4.3% | -8.3% | -4.9% |
| 7D | +0.7% | +9.6% | -8.9% | -1.3% |
| 30D | +2.6% | 0.0% | +2.6% | +2.3% |
| 3M | -9.9% | -35.4% | +25.5% | -2.6% |
| 6M | +1.9% | -7.3% | +9.1% | +0.1% |
| YTD | -32.2% | +45.8% | -78.0% | -41.0% |
| 1Y | -22.8% | +43.1% | -66.0% | -33.6% |
| 3Y | -47.6% | +297.7% | -345.3% | -66.4% |
| 5Y | -92.7% | +1,478.8% | -1,571.5% | -96.7% |
| All | -77.7% | +1,535.8% | -1,613.5% | -92.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 MOD 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