+24.3%
SNXX vs MAS
+26.3%
-2.0%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -0.5% | -7.1% | -7.3% |
| 7D | +31.1% | +1.2% | +29.9% | +30.4% |
| 30D | -66.1% | +21.6% | -87.7% | -70.1% |
| 3M | -63.4% | +14.1% | -77.5% | -66.3% |
| 6M | -80.6% | +22.6% | -103.2% | -83.2% |
| All | +24.3% | +26.3% | -2.0% | -4.4% |
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