+13.3%
SNOW vs MTSI
+35.9%
-22.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -5.6% | +3.0% | -2.2% |
| 7D | +5.5% | +10.0% | -4.5% | +4.8% |
| 30D | -13.2% | -20.3% | +7.2% | -13.4% |
| 3M | -13.7% | -24.4% | +10.7% | -14.1% |
| 6M | +91.0% | -39.2% | +130.2% | +84.8% |
| YTD | +32.7% | +35.5% | -2.8% | +21.7% |
| 1Y | +13.3% | +43.0% | -29.8% | +2.0% |
| All | +13.3% | +35.9% | -22.6% | +2.0% |
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 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