+4.2%
SNOW vs MAS
+32.0%
-27.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.9% | +4.3% | +2.2% |
| 7D | -9.9% | +2.0% | -11.8% | -9.6% |
| 30D | -17.1% | +19.4% | -36.5% | -16.1% |
| 3M | -13.2% | +9.4% | -22.7% | -12.5% |
| 6M | +97.4% | +15.3% | +82.1% | +99.3% |
| YTD | +25.8% | +31.3% | -5.5% | +27.5% |
| 1Y | +4.2% | +34.9% | -30.6% | +5.9% |
| All | +4.2% | +32.0% | -27.8% | +5.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling