+66.4%
SNOW vs MSFU
+95.0%
-28.7%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.3% | +5.9% | +3.9% |
| 7D | +0.2% | +4.0% | -3.8% | -2.7% |
| 30D | -19.8% | -2.3% | -17.5% | -19.3% |
| 3M | -11.6% | +7.1% | -18.7% | -15.7% |
| 6M | +94.0% | +48.9% | +45.1% | +50.5% |
| YTD | +34.8% | +2.4% | +32.4% | +25.9% |
| 1Y | +10.1% | -8.1% | +18.2% | +8.8% |
| 3Y | +84.4% | +25.2% | +59.2% | +39.8% |
| All | +66.4% | +95.0% | -28.7% | -8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MSFU.
Daily Out/Under-Performance
Portfolio return minus MSFU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSFU 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 10y: compounded portfolio wealth divided by compounded MSFU 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…
10y analysis · Full analysis span regression · 6 months rolling