+202.9%
SNOW vs MSTU
-86.5%
+289.3%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -8.6% | +8.1% | +0.3% |
| 7D | +4.9% | +16.1% | -11.2% | +3.5% |
| 30D | +1.5% | +68.7% | -67.1% | -3.5% |
| 3M | +39.5% | -11.0% | +50.5% | +37.6% |
| 6M | +85.9% | -33.4% | +119.3% | +83.6% |
| YTD | +52.9% | -59.5% | +112.5% | +52.9% |
| 1Y | +48.1% | -93.4% | +141.5% | +64.8% |
| All | +202.9% | -86.5% | +289.3% | +178.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling