+32.8%
SNOW vs MSCI
+75.1%
-42.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.3% | -5.1% | -5.2% |
| 7D | +2.8% | +0.4% | +2.4% | +2.8% |
| 30D | +6.4% | +0.6% | +5.9% | +6.0% |
| 3M | +38.1% | -7.1% | +45.2% | +44.2% |
| 6M | +100.4% | +0.8% | +99.6% | +99.2% |
| YTD | +53.7% | +1.0% | +52.7% | +51.7% |
| 1Y | +52.0% | +4.3% | +47.6% | +44.3% |
| 3Y | +114.7% | +9.9% | +104.7% | +85.4% |
| 5Y | +8.8% | -6.8% | +15.5% | +0.4% |
| All | +32.8% | +75.1% | -42.3% | -11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 all: compounded portfolio wealth divided by compounded MSCI 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…
all analysis · Full analysis span regression · 6 months rolling