+35.3%
MAS vs SAN
+381.6%
-346.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.8% | +2.6% | +2.1% |
| 7D | -0.8% | +1.8% | -2.5% | -1.3% |
| 30D | -5.6% | +2.0% | -7.5% | -6.2% |
| 3M | +4.4% | +19.7% | -15.3% | -1.4% |
| 6M | +7.2% | +30.6% | -23.4% | -1.7% |
| YTD | +16.1% | +28.8% | -12.7% | +6.3% |
| 1Y | +0.1% | +57.8% | -57.7% | -14.1% |
| 3Y | +28.3% | +338.1% | -309.8% | -21.5% |
| All | +35.3% | +381.6% | -346.3% | -26.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling