+18.6%
SNOW vs MOD
+1,561.5%
-1,542.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.5% | -1.6% | +1.3% |
| 7D | +3.7% | +8.2% | -4.6% | +2.4% |
| 30D | -16.4% | -38.2% | +21.7% | -10.5% |
| 3M | -9.9% | -46.2% | +36.4% | -1.8% |
| 6M | +98.8% | -62.5% | +161.4% | +124.8% |
| YTD | +37.3% | -20.1% | +57.4% | +32.1% |
| 1Y | +11.0% | -29.7% | +40.7% | +8.8% |
| 3Y | +87.8% | +136.2% | -48.4% | +40.1% |
| 5Y | -18.4% | +820.4% | -838.8% | -54.3% |
| All | +18.6% | +1,561.5% | -1,542.9% | -41.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling