+29.8%
SNOW vs MAR
+223.5%
-193.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.1% |
| 7D | -7.5% | -2.1% | -5.4% | -6.4% |
| 30D | -1.3% | -5.7% | +4.3% | +1.9% |
| 3M | +37.4% | -14.6% | +52.1% | +49.0% |
| 6M | +88.1% | +1.3% | +86.7% | +81.0% |
| YTD | +50.3% | +6.7% | +43.6% | +39.0% |
| 1Y | +46.0% | +26.4% | +19.5% | +20.1% |
| 3Y | +98.7% | +64.7% | +34.0% | +37.5% |
| 5Y | +3.5% | +153.1% | -149.5% | -40.5% |
| All | +29.8% | +223.5% | -193.6% | -24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 MAR 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