+29.6%
SNOW vs MKSI
+159.6%
-130.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +4.2% |
| 3M | +36.9% | -22.5% | +59.4% | +45.1% |
| 6M | +83.4% | +19.4% | +64.0% | +52.9% |
| YTD | +50.0% | +67.7% | -17.7% | +3.5% |
| 1Y | +46.5% | +131.4% | -84.9% | -16.2% |
| 3Y | +93.3% | +197.3% | -104.0% | -16.3% |
| 5Y | +3.3% | +87.0% | -83.7% | -40.7% |
| All | +29.6% | +159.6% | -130.1% | -43.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling