+441.9%
MAR vs SAN
+329.5%
+112.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +1.4% |
| 7D | -0.5% | -0.5% | 0.0% | -0.3% |
| 30D | -4.7% | -0.1% | -4.6% | -4.7% |
| 3M | -15.6% | +19.6% | -35.2% | -22.7% |
| 6M | +1.2% | +32.7% | -31.5% | -12.0% |
| YTD | +7.5% | +26.7% | -19.2% | -5.4% |
| 1Y | +26.6% | +51.6% | -25.0% | +1.9% |
| 3Y | +66.0% | +348.7% | -282.8% | -24.3% |
| 5Y | +154.1% | +378.7% | -224.6% | +6.9% |
| 10Y | +441.9% | +336.9% | +104.9% | +115.1% |
| All | +441.9% | +329.5% | +112.3% | +115.1% |
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