+432.9%
SNXX vs MAS
+8.3%
+424.7%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +1.8% | +21.6% | +22.0% |
| 7D | +34.9% | -0.8% | +35.6% | +35.7% |
| 30D | +52.5% | -5.6% | +58.1% | +58.7% |
| 3M | -41.3% | +4.4% | -45.8% | -43.7% |
| 6M | +293.8% | +7.2% | +286.6% | +197.9% |
| All | +432.9% | +8.3% | +424.7% | +351.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 1y: compounded portfolio wealth divided by compounded MAS 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…
1y analysis · Full analysis span regression · 6 months rolling