+17.0%
MA vs SAN
+13.0%
+4.0%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.8% | +1.6% | -0.9% |
| 7D | -0.5% | +1.0% | -1.5% | -0.7% |
| 30D | +7.9% | -9.4% | +17.3% | +8.9% |
| 3M | +16.8% | -17.1% | +33.9% | +18.9% |
| 6M | +31.0% | +2.2% | +28.8% | +30.6% |
| YTD | +15.0% | +6.0% | +9.1% | +12.9% |
| 1Y | +17.0% | +12.7% | +4.3% | +11.6% |
| All | +17.0% | +13.0% | +4.0% | +11.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling