+31.7%
SNPS vs MSI
+124.3%
-92.7%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.8% | -1.7% |
| 7D | +1.1% | +3.2% | -2.2% | -0.6% |
| 30D | -5.2% | +17.6% | -22.7% | -13.2% |
| 3M | +10.6% | +14.5% | -4.0% | +2.3% |
| 6M | -10.6% | +34.3% | -44.9% | -24.9% |
| YTD | -3.1% | +39.7% | -42.8% | -22.7% |
| 1Y | +15.6% | +40.2% | -24.6% | -8.1% |
| 3Y | -12.9% | +77.1% | -90.1% | -44.7% |
| All | +31.7% | +124.3% | -92.7% | -33.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling