+14.7%
SNOW vs MOD
+1,553.4%
-1,538.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +9.9% | -4.3% | +4.0% |
| 7D | +0.2% | -13.9% | +14.1% | +2.0% |
| 30D | -21.1% | -41.5% | +20.5% | -14.8% |
| 3M | -11.9% | -45.7% | +33.8% | -4.1% |
| 6M | +91.0% | -61.1% | +152.1% | +114.5% |
| YTD | +32.7% | -20.5% | +53.2% | +27.8% |
| 1Y | +10.8% | -32.1% | +42.9% | +9.2% |
| 3Y | +86.2% | +146.5% | -60.2% | +38.0% |
| 5Y | -22.7% | +812.7% | -835.4% | -56.7% |
| All | +14.7% | +1,553.4% | -1,538.8% | -43.3% |
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 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