+99.8%
MA vs SNOW
+20.7%
+79.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | +0.3% |
| 7D | +1.8% | +0.2% | +1.6% | +1.7% |
| 30D | +11.8% | -19.8% | +31.7% | +14.2% |
| 3M | +17.2% | -11.6% | +28.8% | +18.1% |
| 6M | +33.4% | +94.0% | -60.6% | +22.1% |
| YTD | +16.1% | +34.8% | -18.7% | +10.1% |
| 1Y | +19.9% | +10.1% | +9.8% | +16.2% |
| 3Y | +70.1% | +84.4% | -14.3% | +50.6% |
| 5Y | +89.6% | -18.1% | +107.7% | +70.5% |
| All | +99.8% | +20.7% | +79.1% | +74.9% |
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