+3.3%
SNOW vs MKSI
+84.1%
-80.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.1% | -2.3% | -1.1% |
| 7D | -2.4% | +2.7% | -5.1% | -3.5% |
| 30D | -1.0% | -12.8% | +11.8% | +4.1% |
| 3M | +36.9% | -22.5% | +59.4% | +44.9% |
| 6M | +83.4% | +19.4% | +64.0% | +52.6% |
| YTD | +50.0% | +67.7% | -17.7% | +3.0% |
| 1Y | +46.5% | +131.4% | -84.9% | -16.9% |
| 3Y | +93.3% | +197.3% | -104.0% | -18.9% |
| All | +3.3% | +84.1% | -80.8% | -35.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 5y: compounded portfolio wealth divided by compounded MKSI 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…
5y analysis · Full analysis span regression · 6 months rolling