+9.5%
SNOW vs MSTZ
-63.1%
+72.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -9.6% | +8.1% | -2.6% |
| 7D | -14.5% | +0.7% | -15.2% | -14.1% |
| 30D | -14.3% | +16.6% | -30.9% | -11.6% |
| 3M | -8.3% | -74.7% | +66.4% | -16.0% |
| 6M | +101.5% | -43.9% | +145.4% | +108.1% |
| YTD | +32.5% | -84.0% | +116.5% | +23.4% |
| 1Y | +9.5% | -65.1% | +74.6% | +14.6% |
| All | +9.5% | -63.1% | +72.6% | +14.6% |
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