+9.5%
SNOW vs MRSH
+20.0%
-10.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.3% | -4.8% | -1.9% |
| 7D | -14.5% | +9.4% | -23.9% | -15.6% |
| 30D | -14.3% | +23.4% | -37.7% | -18.0% |
| 3M | -8.3% | +9.9% | -18.1% | -9.6% |
| 6M | +101.5% | +26.0% | +75.5% | +88.8% |
| YTD | +32.5% | +15.2% | +17.3% | +23.5% |
| 1Y | +9.5% | +18.4% | -8.9% | +2.4% |
| All | +9.5% | +20.0% | -10.5% | +2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MRSH.
Daily Out/Under-Performance
Portfolio return minus MRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRSH 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 1y: compounded portfolio wealth divided by compounded MRSH 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…
1y analysis · Full analysis span regression · 6 months rolling