+32.1%
SNOW vs MTSI
+729.5%
-697.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.2% | -2.7% | -1.4% |
| 7D | +4.9% | +4.9% | 0.0% | +2.7% |
| 30D | +1.5% | -11.6% | +13.1% | +6.1% |
| 3M | +39.5% | -24.1% | +63.6% | +51.6% |
| 6M | +85.9% | +32.4% | +53.5% | +43.9% |
| YTD | +52.9% | +60.4% | -7.5% | +3.0% |
| 1Y | +48.1% | +111.0% | -62.9% | -16.8% |
| 3Y | +102.2% | +246.1% | -144.0% | -24.1% |
| 5Y | +5.5% | +340.3% | -334.8% | -67.4% |
| All | +32.1% | +729.5% | -697.3% | -72.0% |
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