-47.8%
SNAP vs MSTZ
-99.3%
+51.5%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.9% | -3.1% | +2.4% |
| 7D | -7.3% | +4.3% | -11.6% | -6.3% |
| 30D | -18.9% | +30.2% | -49.1% | -15.2% |
| 3M | -5.3% | -66.9% | +61.6% | -11.1% |
| 6M | -16.9% | -26.3% | +9.4% | -12.1% |
| YTD | -37.4% | -80.1% | +42.7% | -37.9% |
| 1Y | -38.5% | -57.5% | +19.0% | -33.5% |
| All | -47.8% | -99.3% | +51.5% | -51.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling