-39.0%
SNAP vs MSTU
-89.7%
+50.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.9% | +4.9% | +6.5% |
| 7D | -9.8% | -27.7% | +17.9% | -5.8% |
| 30D | -18.2% | -40.3% | +22.0% | -13.2% |
| 3M | -3.1% | +26.4% | -29.5% | -9.2% |
| 6M | -7.1% | -75.7% | +68.6% | +4.2% |
| YTD | -33.8% | -71.9% | +38.0% | -32.0% |
| 1Y | -39.0% | -89.3% | +50.2% | -31.7% |
| All | -39.0% | -89.7% | +50.7% | -31.7% |
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