+97.9%
MA vs SNOW
+21.9%
+76.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -1.1% |
| 7D | -0.5% | +10.8% | -11.3% | -1.6% |
| 30D | +7.9% | -16.5% | +24.4% | +9.7% |
| 3M | +16.8% | -10.1% | +26.9% | +17.5% |
| 6M | +31.0% | +96.5% | -65.6% | +19.7% |
| YTD | +15.0% | +36.2% | -21.1% | +8.9% |
| 1Y | +17.0% | +10.7% | +6.3% | +13.4% |
| 3Y | +68.5% | +86.2% | -17.8% | +49.0% |
| 5Y | +85.0% | -22.7% | +107.7% | +66.5% |
| All | +97.9% | +21.9% | +76.0% | +73.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling