+93.3%
SNOW vs MRSH
-4.9%
+98.2%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.1% |
| 7D | -2.4% | -4.8% | +2.3% | -0.8% |
| 30D | -1.0% | -6.3% | +5.3% | +1.2% |
| 3M | +36.9% | +5.8% | +31.1% | +33.3% |
| 6M | +83.4% | +2.8% | +80.6% | +80.0% |
| YTD | +50.0% | -3.1% | +53.1% | +49.2% |
| 1Y | +46.5% | -11.3% | +57.8% | +50.8% |
| 3Y | +93.3% | -5.0% | +98.3% | +97.1% |
| All | +93.3% | -4.9% | +98.2% | +97.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling