+4,878.2%
SNPS vs MRSH
+3,208.9%
+1,669.3%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.8% | +2.4% | +0.8% |
| 7D | -5.5% | -3.8% | -1.7% | -3.9% |
| 30D | -5.8% | -5.8% | 0.0% | -3.4% |
| 3M | -17.2% | +11.7% | -28.9% | -21.9% |
| 6M | -10.4% | -0.3% | -10.0% | -11.5% |
| YTD | -16.5% | -1.1% | -15.4% | -17.9% |
| 1Y | -35.6% | -9.5% | -26.2% | -34.2% |
| 3Y | -14.6% | -2.6% | -12.0% | -16.4% |
| 5Y | +16.5% | +22.7% | -6.3% | +3.5% |
| 10Y | +556.6% | +214.6% | +342.0% | +289.5% |
| All | +4,878.2% | +3,208.9% | +1,669.3% | +946.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MRSH.
Daily Out/Under-Performance
Portfolio return minus MRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRSH 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 MRSH 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