+16.5%
SNOW vs MS
+349.0%
-332.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.3% | +1.4% |
| 7D | +0.2% | +0.8% | -0.5% | -0.2% |
| 30D | -19.8% | -0.7% | -19.1% | -19.4% |
| 3M | -11.6% | -12.4% | +0.7% | -4.0% |
| 6M | +94.0% | -1.7% | +95.7% | +94.0% |
| YTD | +34.8% | +8.0% | +26.8% | +26.0% |
| 1Y | +10.1% | +16.2% | -6.1% | -2.0% |
| 3Y | +84.4% | +171.3% | -86.9% | -7.4% |
| 5Y | -18.1% | +124.8% | -142.9% | -54.9% |
| All | +16.5% | +349.0% | -332.5% | -43.6% |
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