+83.4%
SNOW vs MOD
+201.5%
-118.1%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +27.9% | -30.4% | -6.5% |
| 7D | +5.5% | +40.4% | -34.9% | -0.2% |
| 30D | -13.2% | -14.0% | +0.8% | -12.1% |
| 3M | -13.7% | -33.3% | +19.6% | -9.8% |
| 6M | +91.0% | -51.4% | +142.4% | +105.3% |
| YTD | +32.7% | +1.6% | +31.0% | +19.4% |
| 1Y | +13.3% | +5.4% | +7.9% | 0.0% |
| 3Y | +83.4% | +191.0% | -107.6% | +13.1% |
| All | +83.4% | +201.5% | -118.1% | +13.1% |
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