+593.1%
MA vs SAN
+270.1%
+323.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.7% | +1.1% |
| 7D | +1.3% | +4.0% | -2.7% | -0.1% |
| 30D | +9.6% | -7.8% | +17.4% | +12.4% |
| 3M | +16.8% | -16.4% | +33.1% | +23.5% |
| 6M | +35.2% | +3.5% | +31.7% | +32.2% |
| YTD | +16.6% | +6.7% | +9.9% | +11.3% |
| 1Y | +19.8% | +14.5% | +5.3% | +11.4% |
| 3Y | +70.7% | +243.5% | -172.8% | +2.0% |
| 5Y | +87.4% | +296.2% | -208.8% | +1.5% |
| All | +593.1% | +270.1% | +323.0% | +270.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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