+304.5%
MSTR vs SNOW
+119.2%
+185.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -5.4% | +4.0% | +0.4% |
| 7D | +12.2% | +2.8% | +9.4% | +11.3% |
| 30D | +45.2% | +6.4% | +38.7% | +42.7% |
| 3M | +10.4% | +38.1% | -27.7% | +0.4% |
| 6M | -2.5% | +100.4% | -102.9% | -23.8% |
| YTD | -6.0% | +53.7% | -59.7% | -19.5% |
| 1Y | -56.4% | +52.0% | -108.4% | -62.4% |
| All | +304.5% | +119.2% | +185.2% | +199.1% |
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 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