+46.0%
SNOW vs MSTZ
-12.4%
+58.4%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +6.6% | -7.1% | +0.3% |
| 7D | -7.5% | +24.8% | -32.3% | -4.9% |
| 30D | -1.3% | -59.2% | +57.9% | -7.5% |
| 3M | +37.4% | -56.9% | +94.3% | +33.1% |
| 6M | +88.1% | -57.6% | +145.7% | +84.5% |
| YTD | +50.3% | -73.6% | +123.9% | +46.3% |
| 1Y | +46.0% | -15.6% | +61.6% | +76.0% |
| All | +46.0% | -12.4% | +58.4% | +76.0% |
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