+4,901.1%
SNPS vs MAS
+1,179.7%
+3,721.5%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -21.9% |
| 6M | -8.6% | +7.2% | -15.8% | -11.6% |
| YTD | -16.2% | +16.1% | -32.3% | -21.2% |
| 1Y | -34.6% | +0.1% | -34.7% | -35.7% |
| 3Y | -14.5% | +28.3% | -42.8% | -22.9% |
| 5Y | +17.0% | +30.5% | -13.5% | +4.5% |
| 10Y | +560.0% | +139.1% | +420.9% | +391.5% |
| All | +4,901.1% | +1,179.7% | +3,721.5% | +1,896.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling