-55.6%
SNAP vs MSFU
+97.0%
-152.6%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | -7.4% | -6.6% | -10.8% |
| 7D | -10.4% | +1.0% | -11.4% | -10.7% |
| 30D | -11.9% | +0.6% | -12.5% | -12.0% |
| 3M | -4.5% | +16.4% | -20.9% | -10.7% |
| 6M | -16.7% | +53.0% | -69.7% | -32.9% |
| YTD | -36.9% | +3.5% | -40.4% | -40.6% |
| 1Y | -30.3% | -7.8% | -22.4% | -31.1% |
| 3Y | -52.5% | +35.6% | -88.1% | -64.6% |
| All | -55.6% | +97.0% | -152.6% | -73.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MSFU.
Daily Out/Under-Performance
Portfolio return minus MSFU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSFU 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 all: compounded portfolio wealth divided by compounded MSFU 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…
all analysis · Full analysis span regression · 6 months rolling