+46.0%
SNOW vs MAGS
+13.0%
+33.0%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.4% |
| 7D | -7.5% | -1.8% | -5.7% | -6.1% |
| 30D | -1.3% | +1.1% | -2.4% | -1.8% |
| 3M | +37.4% | +7.7% | +29.7% | +30.0% |
| 6M | +88.1% | +11.7% | +76.4% | +73.9% |
| YTD | +50.3% | +4.9% | +45.4% | +49.0% |
| 1Y | +46.0% | +14.3% | +31.6% | +29.4% |
| All | +46.0% | +13.0% | +33.0% | +29.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling