+46.0%
SNOW vs MSTU
-94.2%
+140.2%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.8% | +6.3% | +0.3% |
| 7D | -7.5% | -22.0% | +14.5% | -4.7% |
| 30D | -1.3% | +60.3% | -61.6% | -7.2% |
| 3M | +37.4% | -3.7% | +41.2% | +34.5% |
| 6M | +88.1% | -45.2% | +133.3% | +88.8% |
| YTD | +50.3% | -64.3% | +114.6% | +51.3% |
| 1Y | +46.0% | -94.0% | +140.0% | +87.3% |
| All | +46.0% | -94.2% | +140.2% | +87.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling