-48.7%
SNAP vs MSTU
-89.5%
+40.8%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.4% | -1.1% | -2.4% |
| 7D | -7.1% | -4.3% | -2.9% | -6.5% |
| 30D | -14.6% | -34.6% | +19.9% | -10.9% |
| 3M | -5.0% | +39.0% | -44.0% | -11.2% |
| 6M | -18.8% | -70.5% | +51.7% | -12.8% |
| YTD | -38.5% | -68.6% | +30.1% | -37.3% |
| 1Y | -38.1% | -88.6% | +50.6% | -30.8% |
| All | -48.7% | -89.5% | +40.8% | -48.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling