-38.1%
SNAP vs MSI
+32.4%
-70.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.1% | -2.5% |
| 7D | -7.1% | +4.7% | -11.8% | -7.4% |
| 30D | -14.6% | +14.8% | -29.4% | -16.0% |
| 3M | -5.0% | +8.8% | -13.8% | -5.9% |
| 6M | -18.8% | +19.3% | -38.1% | -21.5% |
| YTD | -38.5% | +35.3% | -73.9% | -43.6% |
| 1Y | -38.1% | +33.8% | -71.8% | -41.2% |
| All | -38.1% | +32.4% | -70.5% | -41.2% |
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