+32.8%
SNOW vs MTSI
+711.8%
-679.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +3.5% | -8.9% | -6.9% |
| 7D | +2.8% | +1.4% | +1.4% | +2.2% |
| 30D | +6.4% | +2.1% | +4.3% | +3.8% |
| 3M | +38.1% | -29.7% | +67.8% | +55.1% |
| 6M | +100.4% | +12.5% | +87.9% | +68.0% |
| YTD | +53.7% | +57.0% | -3.3% | +4.5% |
| 1Y | +52.0% | +103.9% | -52.0% | -13.2% |
| 3Y | +114.7% | +223.6% | -108.9% | -16.2% |
| 5Y | +8.8% | +321.6% | -312.8% | -65.7% |
| All | +32.8% | +711.8% | -679.0% | -71.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling