-52.6%
SNAP vs MOD
+116.8%
-169.4%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | -7.3% | -6.7% | -12.7% |
| 7D | -10.4% | -34.2% | +23.8% | -4.0% |
| 30D | -11.9% | -51.9% | +39.9% | -0.1% |
| 3M | -4.5% | -53.0% | +48.5% | +8.3% |
| 6M | -16.7% | -66.4% | +49.7% | -1.1% |
| YTD | -36.9% | -31.5% | -5.4% | -38.4% |
| 1Y | -30.3% | -39.6% | +9.3% | -30.3% |
| All | -52.6% | +116.8% | -169.4% | -67.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling