-21.7%
SNAP vs MSTZ
-12.4%
-9.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +6.6% | -2.6% | +4.8% |
| 7D | -3.2% | +24.8% | -28.0% | -0.4% |
| 30D | +0.2% | -59.2% | +59.4% | -8.1% |
| 3M | +2.6% | -56.9% | +59.5% | -1.7% |
| 6M | +12.4% | -57.6% | +70.0% | +9.8% |
| YTD | -31.6% | -73.6% | +42.0% | -32.5% |
| 1Y | -21.7% | -15.6% | -6.1% | -1.1% |
| All | -21.7% | -12.4% | -9.3% | -1.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling