-52.7%
SNAP vs MOD
+137.0%
-189.8%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +3.5% | +3.3% | +6.2% |
| 7D | -9.8% | +8.2% | -18.0% | -11.0% |
| 30D | -18.2% | -38.2% | +19.9% | -11.4% |
| 3M | -3.1% | -46.2% | +43.1% | +7.1% |
| 6M | -7.1% | -62.5% | +55.4% | +8.4% |
| YTD | -33.8% | -20.1% | -13.7% | -37.2% |
| 1Y | -39.0% | -29.7% | -9.4% | -40.7% |
| All | -52.7% | +137.0% | -189.8% | -69.0% |
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 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