+32.8%
SNOW vs MSI
+218.5%
-185.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.9% | -4.5% | -4.9% |
| 7D | +2.8% | -3.7% | +6.5% | +5.0% |
| 30D | +6.4% | +6.8% | -0.4% | +1.6% |
| 3M | +38.1% | +14.3% | +23.8% | +25.8% |
| 6M | +100.4% | -1.6% | +102.0% | +99.8% |
| YTD | +53.7% | +22.8% | +30.9% | +30.8% |
| 1Y | +52.0% | -1.1% | +53.1% | +49.8% |
| 3Y | +114.7% | +70.5% | +44.2% | +32.8% |
| 5Y | +8.8% | +102.8% | -94.0% | -44.4% |
| All | +32.8% | +218.5% | -185.7% | -42.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling