+32.8%
SNOW vs MOD
+2,932.1%
-2,899.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +4.3% | -9.7% | -6.0% |
| 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% | +45.7% |
| 6M | +100.4% | -7.3% | +107.7% | +95.5% |
| YTD | +53.7% | +45.8% | +7.9% | +36.0% |
| 1Y | +52.0% | +43.1% | +8.8% | +33.4% |
| 3Y | +114.7% | +297.7% | -183.0% | +48.7% |
| 5Y | +8.8% | +1,478.8% | -1,470.0% | -43.8% |
| All | +32.8% | +2,932.1% | -2,899.3% | -39.7% |
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