+52.0%
SNOW vs MSTZ
-29.5%
+81.4%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +2.6% | -8.0% | -5.1% |
| 7D | +2.8% | -29.7% | +32.5% | +0.1% |
| 30D | +6.4% | -65.3% | +71.7% | -2.3% |
| 3M | +38.1% | -57.3% | +95.4% | +33.7% |
| 6M | +100.4% | -61.6% | +162.0% | +94.5% |
| YTD | +53.7% | -78.3% | +132.0% | +46.0% |
| 1Y | +52.0% | -30.2% | +82.2% | +80.4% |
| All | +52.0% | -29.5% | +81.4% | +80.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 MSTZ 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