+599.5%
MSTR vs SNOW
+22.9%
+576.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.8% | -0.8% | +0.2% |
| 7D | -14.2% | +3.7% | -17.8% | -15.7% |
| 30D | -19.9% | -16.4% | -3.5% | -12.7% |
| 3M | +27.3% | -9.9% | +37.2% | +34.1% |
| 6M | -37.6% | +98.8% | -136.4% | -57.3% |
| YTD | -19.5% | +37.3% | -56.8% | -34.9% |
| 1Y | -47.1% | +11.0% | -58.2% | -52.5% |
| 3Y | +140.3% | +87.8% | +52.5% | +46.0% |
| 5Y | +49.5% | -18.4% | +67.9% | +22.5% |
| All | +599.5% | +22.9% | +576.6% | +362.9% |
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