-76.8%
SNAP vs MTCH
+182.9%
-259.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.4% | +1.5% | +2.2% |
| 7D | +3.8% | +1.3% | +2.6% | +3.2% |
| 30D | +9.2% | +15.9% | -6.7% | +1.6% |
| 3M | +6.6% | +23.3% | -16.7% | -3.8% |
| 6M | +16.9% | +40.1% | -23.3% | -0.6% |
| YTD | -29.6% | +33.6% | -63.2% | -38.9% |
| 1Y | -22.1% | +14.1% | -36.2% | -27.2% |
| 3Y | -39.8% | +1.4% | -41.3% | -43.4% |
| 5Y | -92.4% | -73.1% | -19.2% | -87.1% |
| All | -76.8% | +182.9% | -259.6% | -76.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 MTCH 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