+109.1%
SNOW vs MAGS
+184.9%
-75.9%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.3% | -2.3% | -2.3% |
| 7D | +5.5% | +1.7% | +3.8% | +4.0% |
| 30D | -13.2% | -5.8% | -7.4% | -8.2% |
| 3M | -13.7% | +0.2% | -14.0% | -13.2% |
| 6M | +91.0% | -2.7% | +93.6% | +96.1% |
| YTD | +32.7% | +4.1% | +28.6% | +28.4% |
| 1Y | +13.3% | +7.5% | +5.8% | +6.4% |
| 3Y | +83.4% | +122.0% | -38.7% | -19.1% |
| All | +109.1% | +184.9% | -75.9% | -22.9% |
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