+14.7%
SNOW vs MTSI
+594.2%
-579.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +9.0% | -3.5% | +1.8% |
| 7D | +0.2% | +3.5% | -3.4% | -2.1% |
| 30D | -21.1% | -30.3% | +9.2% | -9.6% |
| 3M | -11.9% | -26.0% | +14.1% | -3.7% |
| 6M | +91.0% | -36.1% | +127.1% | +111.0% |
| YTD | +32.7% | +34.3% | -1.6% | -6.5% |
| 1Y | +10.8% | +35.3% | -24.5% | -22.9% |
| 3Y | +86.2% | +217.6% | -131.4% | -31.4% |
| 5Y | -22.7% | +210.1% | -232.8% | -72.7% |
| All | +14.7% | +594.2% | -579.6% | -74.6% |
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