-43.4%
SNAP vs MSTU
-85.2%
+41.8%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.2% | -0.9% | -3.7% |
| 7D | +0.7% | +21.3% | -20.6% | -1.9% |
| 30D | +2.6% | +90.8% | -88.2% | -6.1% |
| 3M | -9.9% | -6.8% | -3.1% | -12.3% |
| 6M | +1.9% | -39.8% | +41.7% | +1.4% |
| YTD | -32.2% | -55.7% | +23.5% | -32.5% |
| 1Y | -22.8% | -92.7% | +69.8% | -9.7% |
| All | -43.4% | -85.2% | +41.8% | -44.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling