-38.7%
SNAP vs MSI
+37.5%
-76.2%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.8% |
| 7D | +6.0% | +3.2% | +2.8% | +5.9% |
| 30D | -13.8% | +17.6% | -31.4% | -14.8% |
| 3M | -0.8% | +14.5% | -15.3% | -1.8% |
| 6M | -6.2% | +34.3% | -40.5% | -8.3% |
| YTD | -34.8% | +39.7% | -74.5% | -37.6% |
| 1Y | -38.7% | +40.2% | -78.9% | -41.9% |
| All | -38.7% | +37.5% | -76.2% | -41.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 MSI 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