+13.3%
SNOW vs MSTZ
-54.5%
+67.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.9% | -7.5% | -2.0% |
| 7D | +5.5% | +30.8% | -25.3% | +9.1% |
| 30D | -13.2% | +41.2% | -54.4% | -7.9% |
| 3M | -13.7% | -60.9% | +47.2% | -16.4% |
| 6M | +91.0% | -15.7% | +106.7% | +108.1% |
| YTD | +32.7% | -75.2% | +107.9% | +30.5% |
| 1Y | +13.3% | -59.8% | +73.1% | +20.3% |
| All | +13.3% | -54.5% | +67.8% | +20.3% |
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