+111.6%
SNOW vs MAS
+29.0%
+82.5%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.8% | -7.2% | -5.8% |
| 7D | +2.8% | -0.8% | +3.5% | +3.0% |
| 30D | +6.4% | -5.6% | +12.0% | +7.7% |
| 3M | +38.1% | +4.4% | +33.6% | +35.2% |
| 6M | +100.4% | +7.2% | +93.2% | +93.6% |
| YTD | +53.7% | +16.1% | +37.6% | +43.4% |
| 1Y | +52.0% | +0.1% | +51.9% | +49.8% |
| All | +111.6% | +29.0% | +82.5% | +80.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling