+34.9%
MAS vs SAN
+16.7%
+18.2%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.2% | +0.3% | -1.1% |
| 7D | +2.0% | +4.9% | -3.0% | +0.2% |
| 30D | +19.4% | -13.0% | +32.4% | +25.4% |
| 3M | +9.4% | -18.9% | +28.3% | +18.0% |
| 6M | +15.3% | -4.1% | +19.5% | +16.3% |
| YTD | +31.3% | +2.6% | +28.7% | +24.0% |
| 1Y | +34.9% | +16.9% | +17.9% | +19.3% |
| All | +34.9% | +16.7% | +18.2% | +19.3% |
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