-44.8%
SNAP vs MSTU
-90.6%
+45.8%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.9% | +4.9% | +6.6% |
| 7D | -9.8% | -27.7% | +17.9% | -6.4% |
| 30D | -18.2% | -40.3% | +22.0% | -13.8% |
| 3M | -3.1% | +26.4% | -29.5% | -8.5% |
| 6M | -7.1% | -75.7% | +68.6% | +2.0% |
| YTD | -33.8% | -71.9% | +38.0% | -31.7% |
| 1Y | -39.0% | -89.3% | +50.2% | -31.4% |
| All | -44.8% | -90.6% | +45.8% | -44.1% |
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