+156.4%
MAR vs SAN
+381.9%
-225.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.8% | -2.1% |
| 7D | -1.7% | +3.3% | -5.1% | -2.9% |
| 30D | -6.9% | +1.1% | -8.0% | -7.3% |
| 3M | -15.8% | +22.2% | -38.0% | -22.0% |
| 6M | +1.9% | +36.0% | -34.1% | -9.4% |
| YTD | +6.6% | +28.2% | -21.6% | -3.9% |
| 1Y | +23.7% | +54.1% | -30.5% | +3.8% |
| 3Y | +64.6% | +354.2% | -289.7% | -12.3% |
| 5Y | +156.4% | +387.3% | -230.9% | +25.5% |
| All | +156.4% | +381.9% | -225.6% | +25.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling