+4,901.1%
SNPS vs MSI
+2,968.9%
+1,932.2%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.9% | -4.5% | -5.1% |
| 7D | -11.0% | -3.7% | -7.3% | -9.9% |
| 30D | -1.7% | +6.8% | -8.6% | -4.1% |
| 3M | -20.4% | +14.3% | -34.7% | -24.1% |
| 6M | -8.6% | -1.6% | -7.0% | -8.9% |
| YTD | -16.2% | +22.8% | -38.9% | -22.7% |
| 1Y | -34.6% | -1.1% | -33.5% | -35.3% |
| 3Y | -14.5% | +70.5% | -84.9% | -29.8% |
| 5Y | +17.0% | +102.8% | -85.8% | -8.9% |
| 10Y | +560.0% | +597.4% | -37.4% | +243.9% |
| All | +4,901.1% | +2,968.9% | +1,932.2% | +807.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling