+673.5%
SNPS vs MSI
+663.2%
+10.3%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.6% |
| 7D | +5.1% | +2.6% | +2.5% | +3.7% |
| 30D | -6.4% | +18.1% | -24.6% | -14.6% |
| 3M | +12.2% | +13.2% | -1.0% | +4.5% |
| 6M | -9.8% | +36.3% | -46.1% | -24.5% |
| YTD | -1.5% | +39.5% | -41.0% | -20.1% |
| 1Y | +16.0% | +36.9% | -20.9% | -5.0% |
| 3Y | -10.8% | +76.1% | -86.9% | -38.3% |
| 5Y | +33.3% | +123.7% | -90.4% | -20.8% |
| All | +673.5% | +663.2% | +10.3% | +167.0% |
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