+102.2%
SNOW vs MAR
+68.8%
+33.4%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.8% | +0.7% |
| 7D | +4.9% | -1.7% | +6.6% | +5.9% |
| 30D | +1.5% | -6.9% | +8.4% | +5.2% |
| 3M | +39.5% | -15.8% | +55.4% | +51.4% |
| 6M | +85.9% | +1.9% | +83.9% | +76.1% |
| YTD | +52.9% | +6.6% | +46.3% | +39.1% |
| 1Y | +48.1% | +23.7% | +24.4% | +19.6% |
| 3Y | +102.2% | +64.6% | +37.6% | +20.6% |
| All | +102.2% | +68.8% | +33.4% | +20.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling