+30.5%
SNOW vs MSI
+213.0%
-182.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -0.8% |
| 7D | +8.4% | -4.0% | +12.4% | +10.9% |
| 30D | -1.0% | -0.5% | -0.5% | -1.0% |
| 3M | +38.3% | +11.4% | +26.9% | +28.1% |
| 6M | +81.3% | +1.0% | +80.3% | +77.8% |
| YTD | +51.1% | +20.7% | +30.5% | +29.9% |
| 1Y | +47.0% | -2.7% | +49.6% | +46.2% |
| 3Y | +99.7% | +68.2% | +31.5% | +24.5% |
| 5Y | +3.6% | +100.0% | -96.4% | -46.6% |
| All | +30.5% | +213.0% | -182.4% | -43.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 MSI 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