+8.6%
SNOW vs MTSI
+536.8%
-528.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +10.8% | -8.5% | -2.1% |
| 7D | -9.9% | -10.0% | +0.1% | -6.5% |
| 30D | -17.1% | -37.2% | +20.1% | -0.9% |
| 3M | -13.2% | -30.1% | +16.8% | -3.0% |
| 6M | +97.4% | -31.9% | +129.3% | +109.2% |
| YTD | +25.8% | +23.2% | +2.6% | -8.1% |
| 1Y | +4.2% | +26.4% | -22.2% | -25.6% |
| 3Y | +91.3% | +186.2% | -94.8% | -26.0% |
| 5Y | -24.4% | +187.0% | -211.4% | -72.5% |
| All | +8.6% | +536.8% | -528.2% | -75.0% |
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