+618.1%
MSTR vs SNOW
+18.8%
+599.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +5.5% | -8.1% | -5.2% |
| 7D | -4.0% | +0.2% | -4.1% | -4.1% |
| 30D | -18.6% | -21.1% | +2.4% | -8.9% |
| 3M | +25.6% | -11.9% | +37.5% | +33.7% |
| 6M | -33.1% | +91.0% | -124.0% | -53.3% |
| YTD | -17.3% | +32.7% | -50.1% | -32.1% |
| 1Y | -48.1% | +10.8% | -58.8% | -53.4% |
| 3Y | +154.2% | +86.2% | +68.0% | +54.7% |
| 5Y | +46.2% | -22.7% | +68.9% | +22.9% |
| All | +618.1% | +18.8% | +599.2% | +383.1% |
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