+111.6%
SNOW vs MOD
+300.6%
-189.1%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +4.3% | -9.7% | -6.1% |
| 7D | +2.8% | +9.6% | -6.8% | +1.4% |
| 30D | +6.4% | 0.0% | +6.4% | +6.3% |
| 3M | +38.1% | -35.4% | +73.5% | +46.1% |
| 6M | +100.4% | -7.3% | +107.7% | +93.7% |
| YTD | +53.7% | +45.8% | +7.9% | +31.6% |
| 1Y | +52.0% | +43.1% | +8.8% | +28.6% |
| All | +111.6% | +300.6% | -189.1% | +2.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling