+22.5%
MA vs SNOW
+7.5%
+15.0%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.5% | +5.4% | +4.0% |
| 7D | +10.2% | -14.5% | +24.7% | +11.0% |
| 30D | +19.3% | -14.3% | +33.6% | +20.1% |
| 3M | +18.0% | -8.3% | +26.2% | +18.1% |
| 6M | +33.7% | +101.5% | -67.8% | +25.5% |
| YTD | +18.6% | +32.5% | -13.9% | +15.4% |
| 1Y | +22.5% | +9.5% | +13.0% | +22.0% |
| All | +22.5% | +7.5% | +15.0% | +22.0% |
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