-30.3%
SNAP vs MOD
-37.4%
+7.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | -7.3% | -6.7% | -13.8% |
| 7D | -10.4% | -34.2% | +23.8% | -9.6% |
| 30D | -11.9% | -51.9% | +39.9% | -10.2% |
| 3M | -4.5% | -53.0% | +48.5% | -2.6% |
| 6M | -16.7% | -66.4% | +49.7% | -14.6% |
| YTD | -36.9% | -31.5% | -5.4% | -35.5% |
| 1Y | -30.3% | -39.6% | +9.3% | -27.4% |
| All | -30.3% | -37.4% | +7.1% | -27.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling