+8.6%
SNOW vs MSCI
+95.9%
-87.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.3% | +4.6% | +4.1% |
| 7D | -9.9% | +2.8% | -12.7% | -12.0% |
| 30D | -17.1% | +15.4% | -32.5% | -26.3% |
| 3M | -13.2% | +13.4% | -26.7% | -21.9% |
| 6M | +97.4% | +10.9% | +86.5% | +80.2% |
| YTD | +25.8% | +13.0% | +12.8% | +12.8% |
| 1Y | +4.2% | +12.0% | -7.8% | -6.0% |
| 3Y | +91.3% | +34.1% | +57.2% | +38.7% |
| 5Y | -24.4% | +3.9% | -28.3% | -36.3% |
| All | +8.6% | +95.9% | -87.2% | -34.4% |
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