-56.7%
SNAP vs MSFU
+93.3%
-150.1%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.9% | -0.7% | -1.8% |
| 7D | -7.1% | +2.5% | -9.6% | -8.0% |
| 30D | -14.6% | -1.3% | -13.3% | -14.0% |
| 3M | -5.0% | +8.6% | -13.6% | -8.4% |
| 6M | -18.8% | +48.4% | -67.2% | -33.7% |
| YTD | -38.5% | +1.6% | -40.1% | -41.6% |
| 1Y | -38.1% | -5.8% | -32.3% | -39.3% |
| 3Y | -53.8% | +30.9% | -84.7% | -64.9% |
| All | -56.7% | +93.3% | -150.1% | -74.1% |
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