-79.7%
SNAP vs MOD
+711.8%
-791.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +5.7% | -8.3% | -3.7% |
| 7D | -7.1% | -25.5% | +18.4% | -2.1% |
| 30D | -14.6% | -49.0% | +34.4% | -2.9% |
| 3M | -5.0% | -49.8% | +44.8% | +7.8% |
| 6M | -18.8% | -64.8% | +45.9% | -2.8% |
| YTD | -38.5% | -27.6% | -10.9% | -39.0% |
| 1Y | -38.1% | -35.2% | -2.9% | -37.5% |
| 3Y | -53.8% | +137.1% | -190.9% | -67.5% |
| 5Y | -90.7% | +760.3% | -851.0% | -95.3% |
| All | -79.7% | +711.8% | -791.6% | -92.0% |
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