+29.2%
SNPS vs MAS
+41.7%
-12.5%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -3.4% | -1.4% | -3.5% |
| 7D | -10.2% | +4.6% | -14.7% | -11.8% |
| 30D | -12.8% | +19.9% | -32.7% | -19.4% |
| 3M | +9.9% | +8.9% | +1.0% | +5.4% |
| 6M | -12.4% | +20.2% | -32.5% | -20.4% |
| YTD | -6.3% | +33.9% | -40.1% | -20.8% |
| 1Y | +7.6% | +34.7% | -27.0% | -9.5% |
| 3Y | -9.8% | +60.4% | -70.1% | -33.9% |
| 5Y | +29.2% | +43.5% | -14.2% | +7.9% |
| All | +29.2% | +41.7% | -12.5% | +7.9% |
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 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