+3.6%
SNOW vs MAR
+158.8%
-155.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.0% | -1.8% |
| 7D | +8.4% | -0.5% | +8.9% | +8.8% |
| 30D | -1.0% | -4.7% | +3.7% | +2.2% |
| 3M | +38.3% | -15.6% | +53.9% | +53.5% |
| 6M | +81.3% | +1.2% | +80.1% | +72.9% |
| YTD | +51.1% | +7.5% | +43.6% | +36.1% |
| 1Y | +47.0% | +26.6% | +20.3% | +14.8% |
| 3Y | +99.7% | +66.0% | +33.8% | +22.1% |
| 5Y | +3.6% | +154.1% | -150.5% | -52.8% |
| All | +3.6% | +158.8% | -155.2% | -52.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling