+32.8%
SNOW vs MAR
+230.8%
-198.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.1% | -5.5% | -5.5% |
| 7D | +2.8% | -4.2% | +6.9% | +5.4% |
| 30D | +6.4% | -6.7% | +13.1% | +10.6% |
| 3M | +38.1% | -12.5% | +50.6% | +47.5% |
| 6M | +100.4% | +0.6% | +99.8% | +94.0% |
| YTD | +53.7% | +9.1% | +44.6% | +40.4% |
| 1Y | +52.0% | +26.2% | +25.7% | +25.4% |
| 3Y | +114.7% | +68.2% | +46.5% | +46.8% |
| 5Y | +8.8% | +163.9% | -155.1% | -38.5% |
| All | +32.8% | +230.8% | -198.0% | -23.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling