+5,778.7%
SNPS vs MAS
+1,428.2%
+4,350.5%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.6% | -5.6% | -1.6% |
| 7D | -3.9% | +14.2% | -18.1% | -7.7% |
| 30D | -5.2% | +26.8% | -32.0% | -11.9% |
| 3M | +14.6% | +13.1% | +1.5% | +9.9% |
| 6M | -6.9% | +27.9% | -34.9% | -14.5% |
| YTD | -1.4% | +38.7% | -40.1% | -12.4% |
| 1Y | +11.2% | +40.4% | -29.2% | -1.7% |
| 3Y | -5.1% | +66.1% | -71.2% | -20.9% |
| 5Y | +35.5% | +47.4% | -11.9% | +16.3% |
| 10Y | +703.0% | +238.3% | +464.7% | +442.3% |
| All | +5,778.7% | +1,428.2% | +4,350.5% | +2,118.3% |
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