+14.7%
SNOW vs MAS
+61.2%
-46.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +4.5% | +1.0% | +3.5% |
| 7D | +0.2% | +3.3% | -3.1% | -1.3% |
| 30D | -21.1% | +25.5% | -46.5% | -29.4% |
| 3M | -11.9% | +11.8% | -23.7% | -17.1% |
| 6M | +91.0% | +21.3% | +69.6% | +69.3% |
| YTD | +32.7% | +37.7% | -5.0% | +6.7% |
| 1Y | +10.8% | +41.0% | -30.3% | -12.5% |
| 3Y | +86.2% | +63.0% | +23.2% | +23.5% |
| 5Y | -22.7% | +44.1% | -66.8% | -46.7% |
| All | +14.7% | +61.2% | -46.5% | -22.2% |
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