+7.9%
SNOW vs MS
+145.3%
-137.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.3% | -5.7% | -5.6% |
| 7D | +2.8% | +1.4% | +1.4% | +2.0% |
| 30D | +6.4% | -0.3% | +6.7% | +6.7% |
| 3M | +38.1% | +0.3% | +37.8% | +36.5% |
| 6M | +100.4% | +31.3% | +69.1% | +61.0% |
| YTD | +53.7% | +24.7% | +29.1% | +28.4% |
| 1Y | +52.0% | +47.9% | +4.0% | +10.7% |
| 3Y | +114.7% | +178.3% | -63.7% | -8.0% |
| All | +7.9% | +145.3% | -137.4% | -51.8% |
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