+197.6%
SNOW vs MSTU
-88.1%
+285.7%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.8% | +6.3% | +0.1% |
| 7D | -7.5% | -22.0% | +14.5% | -5.5% |
| 30D | -1.3% | +60.3% | -61.6% | -5.7% |
| 3M | +37.4% | -3.7% | +41.2% | +34.9% |
| 6M | +88.1% | -45.2% | +133.3% | +88.9% |
| YTD | +50.3% | -64.3% | +114.6% | +51.9% |
| 1Y | +46.0% | -94.0% | +140.0% | +64.0% |
| All | +197.6% | -88.1% | +285.7% | +176.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded MSTU 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling