+180.5%
MSTR vs SNOW
+83.9%
+96.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.4% | -2.6% | -1.1% |
| 7D | -1.2% | -9.9% | +8.7% | +2.4% |
| 30D | -15.9% | -17.1% | +1.2% | -10.3% |
| 3M | +33.1% | -13.2% | +46.4% | +40.5% |
| 6M | -31.0% | +97.4% | -128.4% | -45.4% |
| YTD | -15.1% | +25.8% | -40.9% | -22.0% |
| 1Y | -45.6% | +4.2% | -49.9% | -46.9% |
| 3Y | +180.5% | +91.3% | +89.2% | +135.7% |
| All | +180.5% | +83.9% | +96.6% | +135.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling