+9.9%
SNXX vs MAS
+26.6%
-16.7%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | +0.2% | -11.8% | -11.7% |
| 7D | +8.5% | +3.0% | +5.5% | +7.0% |
| 30D | -66.5% | +22.4% | -88.9% | -70.6% |
| 3M | -74.6% | +14.5% | -89.1% | -76.6% |
| 6M | -82.8% | +27.1% | -109.9% | -85.5% |
| All | +9.9% | +26.6% | -16.7% | -15.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling