-18.4%
SNOW vs MTSI
+247.2%
-265.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +10.3% | -8.5% | -2.3% |
| 7D | +3.7% | +7.2% | -3.5% | -0.1% |
| 30D | -16.4% | -18.4% | +2.0% | -10.7% |
| 3M | -9.9% | -16.7% | +6.8% | -6.5% |
| 6M | +98.8% | -31.7% | +130.5% | +113.2% |
| YTD | +37.3% | +45.9% | -8.6% | -7.7% |
| 1Y | +11.0% | +47.0% | -35.9% | -26.2% |
| 3Y | +87.8% | +224.1% | -136.3% | -35.6% |
| 5Y | -18.4% | +238.5% | -256.9% | -74.4% |
| All | -18.4% | +247.2% | -265.6% | -74.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling