-47.8%
SNAP vs MSTU
-90.1%
+42.3%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -5.1% | +6.9% | +2.4% |
| 7D | -7.3% | -9.3% | +2.0% | -6.2% |
| 30D | -18.9% | -38.3% | +19.3% | -14.9% |
| 3M | -5.3% | +24.0% | -29.3% | -10.4% |
| 6M | -16.9% | -72.1% | +55.1% | -10.3% |
| YTD | -37.4% | -70.2% | +32.8% | -35.8% |
| 1Y | -38.5% | -89.6% | +51.1% | -30.6% |
| All | -47.8% | -90.1% | +42.3% | -47.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU 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 10y: compounded portfolio wealth divided by compounded MSTU 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…
10y analysis · Full analysis span regression · 6 months rolling