+2,498.9%
MAR vs SAN
+422.0%
+2,076.9%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.5% |
| 7D | -4.2% | +1.8% | -5.9% | -4.8% |
| 30D | -6.7% | +2.0% | -8.7% | -7.5% |
| 3M | -12.5% | +19.7% | -32.2% | -19.1% |
| 6M | +0.6% | +30.6% | -30.1% | -10.5% |
| YTD | +9.1% | +28.8% | -19.7% | -3.1% |
| 1Y | +26.2% | +57.8% | -31.6% | +2.8% |
| 3Y | +68.2% | +338.1% | -270.0% | -12.8% |
| 5Y | +163.9% | +384.2% | -220.3% | +27.1% |
| 10Y | +420.6% | +353.2% | +67.4% | +143.1% |
| All | +2,498.9% | +422.0% | +2,076.9% | +720.7% |
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