+38.1%
SNOW vs MS
+3.3%
+34.8%
-9.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.3% | -5.7% | -5.5% |
| 7D | +2.8% | +1.4% | +1.4% | +2.2% |
| 30D | +6.4% | -0.3% | +6.7% | +5.6% |
| 3M | +38.1% | +0.3% | +37.8% | +37.2% |
| All | +38.1% | +3.3% | +34.8% | +37.2% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling