+17.0%
MA vs SNOW
+8.9%
+8.1%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -1.2% |
| 7D | -0.5% | +10.8% | -11.3% | -1.0% |
| 30D | +7.9% | -16.5% | +24.4% | +8.9% |
| 3M | +16.8% | -10.1% | +26.9% | +17.2% |
| 6M | +31.0% | +96.5% | -65.6% | +23.6% |
| YTD | +15.0% | +36.2% | -21.1% | +11.8% |
| 1Y | +17.0% | +10.7% | +6.3% | +17.5% |
| All | +17.0% | +8.9% | +8.1% | +17.5% |
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