+5,768.2%
SNPS vs MSI
+3,418.4%
+2,349.8%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -1.0% | 0.0% |
| 7D | -0.2% | +7.7% | -7.9% | -2.7% |
| 30D | -8.0% | +19.9% | -28.0% | -13.6% |
| 3M | +12.5% | +14.9% | -2.5% | +7.0% |
| 6M | -10.5% | +37.2% | -47.7% | -20.0% |
| YTD | -1.6% | +40.8% | -42.4% | -13.6% |
| 1Y | +16.8% | +38.1% | -21.3% | +3.2% |
| 3Y | -10.9% | +77.7% | -88.6% | -28.0% |
| 5Y | +35.8% | +129.0% | -93.2% | +1.2% |
| 10Y | +675.0% | +671.3% | +3.7% | +289.3% |
| All | +5,768.2% | +3,418.4% | +2,349.8% | +914.9% |
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 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