-43.8%
SNAP vs MSTZ
-99.2%
+55.4%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +8.2% | -8.9% | +0.1% |
| 7D | +1.5% | -25.4% | +26.9% | -0.7% |
| 30D | +1.9% | -60.9% | +62.7% | -5.7% |
| 3M | -3.9% | -54.2% | +50.3% | -6.9% |
| 6M | +5.2% | -65.0% | +70.2% | +1.7% |
| YTD | -32.7% | -76.5% | +43.8% | -34.2% |
| 1Y | -24.8% | -23.4% | -1.4% | -15.0% |
| All | -43.8% | -99.2% | +55.4% | -48.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 10y: compounded portfolio wealth divided by compounded MSTZ 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…
10y analysis · Full analysis span regression · 6 months rolling