+9.5%
SNOW vs MOD
-33.0%
+42.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -21.4% | +19.9% | -1.7% |
| 7D | -14.5% | -31.3% | +16.8% | -14.9% |
| 30D | -14.3% | -46.1% | +31.8% | -15.6% |
| 3M | -8.3% | -51.1% | +42.9% | -10.4% |
| 6M | +101.5% | -62.1% | +163.6% | +92.0% |
| YTD | +32.5% | -26.2% | +58.7% | +29.5% |
| 1Y | +9.5% | -32.6% | +42.0% | +6.3% |
| All | +9.5% | -33.0% | +42.5% | +6.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 MOD 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