-15.6%
SNPS vs MAS
+29.0%
-44.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.8% | -7.2% | -5.9% |
| 7D | -11.0% | -0.8% | -10.3% | -10.8% |
| 30D | -1.7% | -5.6% | +3.8% | -0.2% |
| 3M | -20.4% | +4.4% | -24.8% | -22.1% |
| 6M | -8.6% | +7.2% | -15.8% | -12.3% |
| YTD | -16.2% | +16.1% | -32.3% | -22.8% |
| 1Y | -34.6% | +0.1% | -34.7% | -35.9% |
| All | -15.6% | +29.0% | -44.7% | -22.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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