-2.2%
MA vs SNOW
+51.4%
-53.6%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.4% | +4.3% | -0.8% |
| 7D | -2.7% | +2.8% | -5.5% | -2.9% |
| 30D | +1.5% | +6.4% | -4.9% | +1.1% |
| 3M | +20.4% | +38.1% | -17.7% | +17.7% |
| 6M | +11.1% | +100.4% | -89.3% | +5.1% |
| YTD | +2.0% | +53.7% | -51.8% | -2.1% |
| 1Y | -2.2% | +52.0% | -54.1% | -6.0% |
| All | -2.2% | +51.4% | -53.6% | -6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SNOW.
Daily Out/Under-Performance
Portfolio return minus SNOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNOW 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 SNOW 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