+16.5%
SNOW vs MSI
+259.8%
-243.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.7% |
| 7D | +0.2% | +7.4% | -7.2% | -4.0% |
| 30D | -19.8% | +18.7% | -38.6% | -27.8% |
| 3M | -11.6% | +14.5% | -26.1% | -18.9% |
| 6M | +94.0% | +38.1% | +55.9% | +57.0% |
| YTD | +34.8% | +38.7% | -3.9% | +6.4% |
| 1Y | +10.1% | +35.4% | -25.3% | -11.6% |
| 3Y | +84.4% | +75.1% | +9.3% | +14.7% |
| 5Y | -18.1% | +126.4% | -144.5% | -61.0% |
| All | +16.5% | +259.8% | -243.4% | -53.6% |
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