+8.6%
SNOW vs MOD
+1,404.8%
-1,396.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +5.7% | -3.4% | +1.5% |
| 7D | -9.9% | -25.5% | +15.7% | -6.1% |
| 30D | -17.1% | -49.0% | +31.9% | -8.6% |
| 3M | -13.2% | -49.8% | +36.6% | -4.4% |
| 6M | +97.4% | -64.8% | +162.2% | +125.2% |
| YTD | +25.8% | -27.6% | +53.4% | +22.9% |
| 1Y | +4.2% | -35.2% | +39.4% | +3.3% |
| 3Y | +91.3% | +137.1% | -45.8% | +42.7% |
| 5Y | -24.4% | +760.3% | -784.7% | -57.0% |
| All | +8.6% | +1,404.8% | -1,396.2% | -45.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling