+13,824.2%
MA vs SAN
+227.3%
+13,596.8%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -0.8% |
| 7D | -2.7% | +1.8% | -4.5% | -3.4% |
| 30D | +1.5% | +2.0% | -0.5% | +0.7% |
| 3M | +20.4% | +19.7% | +0.7% | +12.0% |
| 6M | +11.1% | +30.6% | -19.5% | -0.9% |
| YTD | +2.0% | +28.8% | -26.9% | -9.3% |
| 1Y | -2.2% | +57.8% | -59.9% | -19.9% |
| 3Y | +41.9% | +338.1% | -296.2% | -24.9% |
| 5Y | +75.4% | +384.2% | -308.9% | -14.3% |
| 10Y | +527.5% | +353.1% | +174.4% | +188.6% |
| All | +13,824.2% | +227.3% | +13,596.8% | +5,934.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling