+3.3%
SNOW vs MO
+99.8%
-96.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.2% |
| 7D | -2.4% | +0.1% | -2.6% | -2.4% |
| 30D | -1.0% | +7.1% | -8.1% | +0.9% |
| 3M | +36.9% | -2.0% | +38.8% | +36.8% |
| 6M | +83.4% | +7.3% | +76.0% | +87.6% |
| YTD | +50.0% | +23.5% | +26.5% | +57.4% |
| 1Y | +46.5% | +11.0% | +35.5% | +51.7% |
| 3Y | +93.3% | +95.0% | -1.7% | +112.9% |
| All | +3.3% | +99.8% | -96.5% | +18.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling