+138.1%
SNOW vs MAGS
+187.7%
-49.5%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.5% |
| 7D | +8.4% | +0.8% | +7.6% | +8.0% |
| 30D | -1.0% | +0.4% | -1.4% | -1.0% |
| 3M | +38.3% | +5.6% | +32.7% | +31.8% |
| 6M | +81.3% | +12.3% | +69.0% | +62.8% |
| YTD | +51.1% | +5.1% | +46.0% | +44.4% |
| 1Y | +47.0% | +14.0% | +33.0% | +30.6% |
| 3Y | +99.7% | +129.4% | -29.6% | -15.0% |
| All | +138.1% | +187.7% | -49.5% | -13.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling