+3,179.7%
MAR vs SAN
+329.4%
+2,850.4%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.8% | +1.8% | +0.1% |
| 7D | +1.8% | +1.0% | +0.8% | +1.2% |
| 30D | +14.3% | -9.4% | +23.7% | +18.5% |
| 3M | +20.0% | -17.1% | +37.1% | +28.6% |
| 6M | +21.7% | +2.2% | +19.6% | +19.2% |
| YTD | +37.7% | +6.0% | +31.7% | +31.5% |
| 1Y | +46.8% | +12.7% | +34.1% | +36.6% |
| 3Y | +121.0% | +242.1% | -121.1% | +26.2% |
| 5Y | +183.1% | +293.6% | -110.5% | +47.8% |
| 10Y | +532.4% | +266.1% | +266.4% | +221.0% |
| All | +3,179.7% | +329.4% | +2,850.4% | +1,013.6% |
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