-15.6%
SNPS vs MSI
+70.3%
-86.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.9% | -4.5% | -5.1% |
| 7D | -11.0% | -3.7% | -7.3% | -10.0% |
| 30D | -1.7% | +6.8% | -8.6% | -4.1% |
| 3M | -20.4% | +14.3% | -34.7% | -24.2% |
| 6M | -8.6% | -1.6% | -7.0% | -8.2% |
| YTD | -16.2% | +22.8% | -38.9% | -24.3% |
| 1Y | -34.6% | -1.1% | -33.5% | -33.9% |
| All | -15.6% | +70.3% | -86.0% | -39.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling