+16.5%
SNOW vs MTSI
+583.6%
-567.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.5% | +3.1% | +2.2% |
| 7D | +0.2% | -3.8% | +4.1% | +1.1% |
| 30D | -19.8% | -31.4% | +11.6% | -7.6% |
| 3M | -11.6% | -23.8% | +12.1% | -4.6% |
| 6M | +94.0% | -37.1% | +131.1% | +115.6% |
| YTD | +34.8% | +32.2% | +2.6% | -4.4% |
| 1Y | +10.1% | +26.9% | -16.8% | -20.6% |
| 3Y | +84.4% | +193.7% | -109.4% | -28.5% |
| 5Y | -18.1% | +218.0% | -236.1% | -71.5% |
| All | +16.5% | +583.6% | -567.1% | -74.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling