+5,491.2%
SNPS vs MSI
+3,298.7%
+2,192.6%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +4.0% | -8.9% | -6.2% |
| 7D | -10.2% | +5.1% | -15.2% | -11.7% |
| 30D | -12.8% | +13.3% | -26.1% | -16.6% |
| 3M | +9.9% | +18.3% | -8.5% | +3.3% |
| 6M | -12.4% | +18.7% | -31.1% | -18.1% |
| YTD | -6.3% | +36.0% | -42.3% | -16.7% |
| 1Y | +7.6% | +32.6% | -25.0% | -3.6% |
| 3Y | -9.8% | +78.3% | -88.1% | -27.2% |
| 5Y | +29.2% | +121.6% | -92.4% | -2.6% |
| 10Y | +663.8% | +689.0% | -25.2% | +281.4% |
| All | +5,491.2% | +3,298.7% | +2,192.6% | +878.2% |
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