-79.2%
SNAP vs MOD
+668.0%
-747.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | -7.3% | -6.7% | -12.5% |
| 7D | -10.4% | -34.2% | +23.8% | -3.0% |
| 30D | -11.9% | -51.9% | +39.9% | +1.4% |
| 3M | -4.5% | -53.0% | +48.5% | +9.9% |
| 6M | -16.7% | -66.4% | +49.7% | +0.7% |
| YTD | -36.9% | -31.5% | -5.4% | -36.6% |
| 1Y | -30.3% | -39.6% | +9.3% | -28.5% |
| 3Y | -52.5% | +116.8% | -169.3% | -65.9% |
| 5Y | -90.4% | +713.8% | -804.2% | -95.1% |
| All | -79.2% | +668.0% | -747.2% | -91.6% |
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