+3,121.8%
MAR vs SAN
+341.1%
+2,780.8%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +6.1% | -6.0% | -2.3% |
| 7D | +0.2% | +8.7% | -8.5% | -3.3% |
| 30D | +14.0% | -6.5% | +20.5% | +16.7% |
| 3M | +18.1% | -14.2% | +32.3% | +24.8% |
| 6M | +18.6% | +2.7% | +15.9% | +15.8% |
| YTD | +35.3% | +8.9% | +26.4% | +27.8% |
| 1Y | +44.5% | +23.4% | +21.1% | +29.5% |
| 3Y | +120.7% | +257.9% | -137.2% | +23.7% |
| 5Y | +164.1% | +297.8% | -133.7% | +37.3% |
| 10Y | +515.5% | +259.6% | +255.9% | +214.2% |
| All | +3,121.8% | +341.1% | +2,780.8% | +982.2% |
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