+680.6%
MSTR vs SNOW
+36.9%
+643.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.5% | -3.9% | -4.2% |
| 7D | +9.3% | +4.9% | +4.4% | +7.1% |
| 30D | +36.5% | +1.5% | +35.0% | +36.1% |
| 3M | +7.3% | +39.5% | -32.2% | -8.1% |
| 6M | +2.2% | +85.9% | -83.7% | -28.7% |
| YTD | -10.2% | +52.9% | -63.1% | -30.9% |
| 1Y | -58.6% | +48.1% | -106.7% | -67.7% |
| 3Y | +283.2% | +102.2% | +181.0% | +123.8% |
| 5Y | +113.8% | +5.5% | +108.3% | +56.1% |
| All | +680.6% | +36.9% | +643.6% | +391.5% |
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 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