+63.8%
SNOW vs MSFU
+103.9%
-40.1%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +5.5% | +0.1% | +2.6% |
| 7D | +0.2% | +14.6% | -14.4% | -7.7% |
| 30D | -21.1% | +2.1% | -23.2% | -22.3% |
| 3M | -11.9% | +14.7% | -26.6% | -18.9% |
| 6M | +91.0% | +55.7% | +35.3% | +44.8% |
| YTD | +32.7% | +7.1% | +25.6% | +21.1% |
| 1Y | +10.8% | -0.5% | +11.3% | +4.8% |
| 3Y | +86.2% | +35.7% | +50.5% | +34.5% |
| All | +63.8% | +103.9% | -40.1% | -11.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling