+40.4%
MAS vs SAN
+23.5%
+16.9%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +6.4% | -0.8% | +3.2% |
| 7D | +14.2% | +4.5% | +9.6% | +12.3% |
| 30D | +26.8% | -12.1% | +38.9% | +32.7% |
| 3M | +13.1% | -15.6% | +28.7% | +20.0% |
| 6M | +27.9% | +5.8% | +22.1% | +24.6% |
| YTD | +38.7% | +5.5% | +33.2% | +29.7% |
| 1Y | +40.4% | +23.6% | +16.8% | +22.0% |
| All | +40.4% | +23.5% | +16.9% | +22.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling