+214.8%
MAS vs SAN
+255.1%
-40.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.8% | -2.1% | -1.5% |
| 7D | +3.6% | +10.8% | -7.2% | +0.5% |
| 30D | +23.8% | -5.7% | +29.6% | +25.8% |
| 3M | +14.4% | -13.4% | +27.9% | +19.1% |
| 6M | +19.7% | +3.5% | +16.2% | +18.1% |
| YTD | +36.0% | +9.7% | +26.2% | +30.9% |
| 1Y | +40.4% | +20.9% | +19.5% | +31.4% |
| 3Y | +58.9% | +254.3% | -195.4% | +6.2% |
| 5Y | +44.5% | +304.2% | -259.7% | -9.7% |
| 10Y | +214.8% | +260.2% | -45.5% | +96.2% |
| All | +214.8% | +255.1% | -40.3% | +96.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling