+17.1%
SNPS vs MAS
+32.0%
-14.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.8% | -7.2% | -6.1% |
| 7D | -11.0% | -0.8% | -10.3% | -10.8% |
| 30D | -1.7% | -5.6% | +3.8% | +0.4% |
| 3M | -20.4% | +4.4% | -24.8% | -22.8% |
| 6M | -8.6% | +7.2% | -15.8% | -13.5% |
| YTD | -16.2% | +16.1% | -32.3% | -24.5% |
| 1Y | -34.6% | +0.1% | -34.7% | -36.5% |
| 3Y | -14.5% | +28.3% | -42.8% | -29.9% |
| All | +17.1% | +32.0% | -14.9% | -3.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling