+92.3%
MA vs SNOW
-24.8%
+117.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.4% | -2.8% | -0.8% |
| 7D | +2.3% | -9.9% | +12.2% | +3.5% |
| 30D | +14.7% | -17.1% | +31.8% | +16.9% |
| 3M | +13.5% | -13.2% | +26.7% | +14.7% |
| 6M | +33.1% | +97.4% | -64.3% | +19.7% |
| YTD | +15.1% | +25.8% | -10.7% | +9.2% |
| 1Y | +18.7% | +4.2% | +14.5% | +15.4% |
| 3Y | +72.1% | +91.3% | -19.2% | +47.5% |
| All | +92.3% | -24.8% | +117.2% | +82.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling