+5.5%
SNOW vs MSI
+100.4%
-95.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | +0.2% |
| 7D | +4.9% | -5.8% | +10.7% | +8.9% |
| 30D | +1.5% | -1.0% | +2.5% | +1.9% |
| 3M | +39.5% | +14.2% | +25.4% | +26.2% |
| 6M | +85.9% | +1.0% | +84.8% | +82.0% |
| YTD | +52.9% | +21.5% | +31.5% | +29.0% |
| 1Y | +48.1% | -2.1% | +50.2% | +47.0% |
| 3Y | +102.2% | +69.3% | +32.8% | +15.4% |
| 5Y | +5.5% | +99.3% | -93.8% | -52.4% |
| All | +5.5% | +100.4% | -95.0% | -52.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling