+199.2%
SNOW vs MSTU
-87.2%
+286.4%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.4% | +4.2% | -0.7% |
| 7D | +8.4% | +12.9% | -4.5% | +7.2% |
| 30D | -1.0% | +68.3% | -69.3% | -5.7% |
| 3M | +38.3% | +0.4% | +37.9% | +35.3% |
| 6M | +81.3% | -41.5% | +122.8% | +81.1% |
| YTD | +51.1% | -61.7% | +112.8% | +51.8% |
| 1Y | +47.0% | -93.7% | +140.6% | +64.2% |
| All | +199.2% | -87.2% | +286.4% | +176.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling