-26.1%
SNOW vs MS
+123.3%
-149.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.8% | -3.4% | -3.1% |
| 7D | +5.5% | +5.1% | +0.4% | +1.8% |
| 30D | -13.2% | +5.7% | -18.8% | -16.6% |
| 3M | -13.7% | -12.2% | -1.6% | -5.4% |
| 6M | +91.0% | -0.5% | +91.5% | +88.8% |
| YTD | +32.7% | +9.8% | +22.8% | +20.8% |
| 1Y | +13.3% | +17.7% | -4.5% | -2.4% |
| 3Y | +83.4% | +176.8% | -93.5% | -23.7% |
| All | -26.1% | +123.3% | -149.4% | -64.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling