+52.0%
SNOW vs MO
+10.1%
+41.9%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.9% | -4.5% | -5.9% |
| 7D | +2.8% | +0.3% | +2.5% | +3.0% |
| 30D | +6.4% | +0.6% | +5.8% | +7.1% |
| 3M | +38.1% | -1.0% | +39.1% | +39.1% |
| 6M | +100.4% | +4.3% | +96.0% | +111.6% |
| YTD | +53.7% | +23.3% | +30.4% | +80.0% |
| 1Y | +52.0% | +10.5% | +41.5% | +64.7% |
| All | +52.0% | +10.1% | +41.9% | +64.7% |
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