+8.6%
SNOW vs MAS
+54.2%
-45.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.5% | +3.9% | +3.1% |
| 7D | -9.9% | +2.4% | -12.2% | -11.0% |
| 30D | -17.1% | +19.8% | -37.0% | -24.4% |
| 3M | -13.2% | +9.8% | -23.1% | -17.8% |
| 6M | +97.4% | +15.8% | +81.7% | +78.8% |
| YTD | +25.8% | +31.8% | -6.1% | +3.1% |
| 1Y | +4.2% | +35.4% | -31.2% | -16.2% |
| 3Y | +91.3% | +59.2% | +32.1% | +27.5% |
| 5Y | -24.4% | +41.2% | -65.6% | -47.3% |
| All | +8.6% | +54.2% | -45.6% | -24.9% |
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