+47.0%
SNOW vs MSI
-2.5%
+49.5%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.1% |
| 7D | +8.4% | -4.0% | +12.4% | +8.7% |
| 30D | -1.0% | -0.5% | -0.5% | -1.0% |
| 3M | +38.3% | +11.4% | +26.9% | +36.0% |
| 6M | +81.3% | +1.0% | +80.3% | +77.8% |
| YTD | +51.1% | +20.7% | +30.5% | +49.6% |
| 1Y | +47.0% | -2.7% | +49.6% | +48.3% |
| All | +47.0% | -2.5% | +49.5% | +48.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling