+9.5%
SNOW vs MO
+45.9%
-36.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.4% | -2.9% | -0.6% |
| 7D | -14.5% | +6.9% | -21.4% | -10.6% |
| 30D | -14.3% | +14.9% | -29.2% | -6.1% |
| 3M | -8.3% | +16.4% | -24.7% | +1.7% |
| 6M | +101.5% | +9.6% | +91.9% | +119.1% |
| YTD | +32.5% | +41.8% | -9.4% | +74.1% |
| 1Y | +9.5% | +45.3% | -35.8% | +42.7% |
| All | +9.5% | +45.9% | -36.4% | +42.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MO.
Daily Out/Under-Performance
Portfolio return minus MO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MO 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 MO 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