+52.0%
SNOW vs MTSI
+105.1%
-53.1%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +3.5% | -8.9% | -5.4% |
| 7D | +2.8% | +1.4% | +1.4% | +2.8% |
| 30D | +6.4% | +2.1% | +4.3% | +6.6% |
| 3M | +38.1% | -29.7% | +67.8% | +36.6% |
| 6M | +100.4% | +12.5% | +87.9% | +86.6% |
| YTD | +53.7% | +57.0% | -3.3% | +32.3% |
| 1Y | +52.0% | +103.9% | -52.0% | +17.2% |
| All | +52.0% | +105.1% | -53.1% | +17.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 MTSI 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