+556.6%
SNPS vs MSI
+590.9%
-34.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | +0.1% |
| 7D | -5.5% | -5.8% | +0.3% | -2.5% |
| 30D | -5.8% | -1.0% | -4.8% | -5.4% |
| 3M | -17.2% | +14.2% | -31.4% | -23.4% |
| 6M | -10.4% | +1.0% | -11.4% | -12.1% |
| YTD | -16.5% | +21.5% | -38.0% | -26.9% |
| 1Y | -35.6% | -2.1% | -33.5% | -36.4% |
| 3Y | -14.6% | +69.3% | -83.9% | -39.8% |
| 5Y | +16.5% | +99.3% | -82.8% | -26.0% |
| 10Y | +556.6% | +595.0% | -38.5% | +156.3% |
| All | +556.6% | +590.9% | -34.4% | +156.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 10y: compounded portfolio wealth divided by compounded MSI 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…
10y analysis · Full analysis span regression · 6 months rolling