+17.6%
SNOW vs MAS
+58.5%
-40.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.6% |
| 7D | +10.8% | +1.2% | +9.7% | +10.2% |
| 30D | -16.5% | +21.6% | -38.1% | -24.3% |
| 3M | -10.1% | +14.1% | -24.2% | -16.2% |
| 6M | +96.5% | +22.6% | +73.9% | +73.1% |
| YTD | +36.2% | +35.4% | +0.7% | +10.3% |
| 1Y | +10.7% | +37.5% | -26.8% | -11.4% |
| 3Y | +86.2% | +58.3% | +27.9% | +25.6% |
| 5Y | -22.7% | +39.1% | -61.8% | -45.9% |
| All | +17.6% | +58.5% | -40.9% | -19.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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