+32.8%
SNOW vs MAS
+35.9%
-3.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.8% | -7.2% | -6.3% |
| 7D | +2.8% | -0.8% | +3.5% | +3.1% |
| 30D | +6.4% | -5.6% | +12.0% | +9.2% |
| 3M | +38.1% | +4.4% | +33.6% | +32.5% |
| 6M | +100.4% | +7.2% | +93.2% | +86.7% |
| YTD | +53.7% | +16.1% | +37.6% | +34.8% |
| 1Y | +52.0% | +0.1% | +51.9% | +44.9% |
| 3Y | +114.7% | +28.3% | +86.4% | +63.2% |
| 5Y | +8.8% | +30.5% | -21.7% | -20.5% |
| All | +32.8% | +35.9% | -3.1% | -1.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling