-25.6%
SNOW vs MS
+111.6%
-137.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.5% | +2.9% | +2.7% |
| 7D | -9.9% | -1.6% | -8.3% | -8.9% |
| 30D | -17.1% | -3.8% | -13.3% | -14.8% |
| 3M | -13.2% | -14.6% | +1.4% | -2.9% |
| 6M | +97.4% | -5.1% | +102.5% | +101.5% |
| YTD | +25.8% | +4.5% | +21.2% | +18.6% |
| 1Y | +4.2% | +13.5% | -9.3% | -8.0% |
| 3Y | +91.3% | +160.4% | -69.1% | -17.1% |
| All | -25.6% | +111.6% | -137.2% | -63.3% |
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