+98.9%
MA vs SNOW
+18.8%
+80.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.5% | -5.1% | -0.1% |
| 7D | -0.3% | +0.2% | -0.5% | -0.4% |
| 30D | +11.3% | -21.1% | +32.4% | +13.9% |
| 3M | +16.7% | -11.9% | +28.6% | +17.6% |
| 6M | +32.8% | +91.0% | -58.2% | +21.8% |
| YTD | +15.6% | +32.7% | -17.1% | +9.8% |
| 1Y | +19.6% | +10.8% | +8.8% | +15.8% |
| 3Y | +72.1% | +86.2% | -14.1% | +52.2% |
| 5Y | +96.0% | -22.7% | +118.8% | +76.8% |
| All | +98.9% | +18.8% | +80.0% | +74.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling