+15,614.6%
MA vs SAN
+160.6%
+15,454.1%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.8% | +0.4% |
| 7D | +2.3% | +4.9% | -2.6% | +0.5% |
| 30D | +14.7% | -13.0% | +27.7% | +20.6% |
| 3M | +13.5% | -18.9% | +32.4% | +22.3% |
| 6M | +33.1% | -4.1% | +37.3% | +33.8% |
| YTD | +15.1% | +2.6% | +12.5% | +11.1% |
| 1Y | +18.7% | +16.9% | +1.8% | +8.8% |
| 3Y | +72.1% | +239.1% | -167.0% | +0.3% |
| 5Y | +92.8% | +266.8% | -174.0% | +4.6% |
| 10Y | +571.6% | +246.0% | +325.6% | +242.0% |
| All | +15,614.6% | +160.6% | +15,454.1% | +7,292.6% |
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 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