+136.4%
SNOW vs MAGS
+190.0%
-53.7%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -1.1% |
| 7D | -2.4% | +0.6% | -3.1% | -3.0% |
| 30D | -1.0% | +3.2% | -4.2% | -3.3% |
| 3M | +36.9% | +7.7% | +29.2% | +28.3% |
| 6M | +83.4% | +12.5% | +70.9% | +64.5% |
| YTD | +50.0% | +6.0% | +44.0% | +42.3% |
| 1Y | +46.5% | +14.4% | +32.1% | +29.8% |
| 3Y | +93.3% | +127.5% | -34.2% | -16.6% |
| All | +136.4% | +190.0% | -53.7% | -14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MAGS.
Daily Out/Under-Performance
Portfolio return minus MAGS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAGS 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 MAGS 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