-46.0%
SNAP vs MSTU
-91.8%
+45.8%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -12.9% | +10.7% | -0.8% |
| 7D | +2.6% | -23.0% | +25.5% | +5.5% |
| 30D | -19.6% | -47.7% | +28.1% | -14.0% |
| 3M | +0.4% | +12.5% | -12.1% | -4.0% |
| 6M | -5.9% | -76.1% | +70.1% | +3.5% |
| YTD | -35.3% | -75.5% | +40.2% | -32.2% |
| 1Y | -42.6% | -90.1% | +47.5% | -34.8% |
| All | -46.0% | -91.8% | +45.8% | -44.6% |
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