+32.1%
SNOW vs MS
+414.5%
-382.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.1% |
| 7D | +4.9% | +2.5% | +2.4% | +3.5% |
| 30D | +1.5% | 0.0% | +1.6% | +1.7% |
| 3M | +39.5% | +2.4% | +37.1% | +36.3% |
| 6M | +85.9% | +36.4% | +49.5% | +50.1% |
| YTD | +52.9% | +23.8% | +29.1% | +31.4% |
| 1Y | +48.1% | +48.6% | -0.5% | +12.4% |
| 3Y | +102.2% | +179.1% | -77.0% | -0.1% |
| 5Y | +5.5% | +144.8% | -139.4% | -46.0% |
| All | +32.1% | +414.5% | -382.4% | -41.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MS.
Daily Out/Under-Performance
Portfolio return minus MS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MS 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 10y: compounded portfolio wealth divided by compounded MS 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…
10y analysis · Full analysis span regression · 6 months rolling