-77.7%
SNAP vs MSI
+574.4%
-652.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.9% | -3.1% | -3.6% |
| 7D | +0.7% | -3.7% | +4.4% | +2.7% |
| 30D | +2.6% | +6.8% | -4.2% | -1.5% |
| 3M | -9.9% | +14.3% | -24.2% | -16.5% |
| 6M | +1.9% | -1.6% | +3.4% | +1.5% |
| YTD | -32.2% | +22.8% | -55.0% | -40.9% |
| 1Y | -22.8% | -1.1% | -21.7% | -24.2% |
| 3Y | -47.6% | +70.5% | -118.1% | -65.3% |
| 5Y | -92.7% | +102.8% | -195.5% | -95.7% |
| All | -77.7% | +574.4% | -652.0% | -93.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling