+199.2%
SNOW vs MSTZ
-99.2%
+298.4%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.5% | -6.7% | -0.7% |
| 7D | +8.4% | -23.6% | +31.9% | +7.2% |
| 30D | -1.0% | -60.7% | +59.8% | -5.8% |
| 3M | +38.3% | -58.3% | +96.6% | +34.4% |
| 6M | +81.3% | -60.0% | +141.3% | +78.5% |
| YTD | +51.1% | -75.2% | +126.3% | +48.7% |
| 1Y | +47.0% | -19.9% | +66.8% | +58.3% |
| All | +199.2% | -99.2% | +298.4% | +163.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling