-42.5%
SNAP vs MSTU
-91.0%
+48.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -7.3% | +6.3% | 0.0% |
| 7D | -10.6% | -21.7% | +11.2% | -7.5% |
| 30D | -19.7% | -42.8% | +23.0% | -14.4% |
| 3M | -6.5% | +21.4% | -28.0% | -11.9% |
| 6M | -17.8% | -74.1% | +56.3% | -8.7% |
| YTD | -38.0% | -72.4% | +34.3% | -36.2% |
| 1Y | -42.5% | -90.1% | +47.6% | -35.1% |
| All | -42.5% | -91.0% | +48.5% | -35.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling