-42.5%
SNAP vs MSI
+36.5%
-79.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -1.0% |
| 7D | -10.6% | +7.4% | -18.0% | -10.9% |
| 30D | -19.7% | +18.7% | -38.5% | -21.1% |
| 3M | -6.5% | +14.5% | -21.0% | -7.8% |
| 6M | -17.8% | +38.1% | -55.9% | -19.7% |
| YTD | -38.0% | +38.7% | -76.8% | -42.4% |
| 1Y | -42.5% | +35.4% | -77.9% | -45.3% |
| All | -42.5% | +36.5% | -79.0% | -45.3% |
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