+1,620.6%
MAS vs SAN
+1,705.1%
-84.4%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.5% | -2.9% | -3.3% |
| 7D | +4.6% | +3.5% | +1.1% | +3.3% |
| 30D | +19.9% | -13.2% | +33.1% | +26.0% |
| 3M | +8.9% | -16.9% | +25.8% | +16.1% |
| 6M | +20.2% | +2.3% | +17.8% | +18.5% |
| YTD | +33.9% | +4.9% | +28.9% | +29.8% |
| 1Y | +34.7% | +20.4% | +14.2% | +24.0% |
| 3Y | +60.4% | +243.2% | -182.8% | -2.4% |
| 5Y | +43.5% | +275.3% | -231.8% | -18.4% |
| 10Y | +226.7% | +254.0% | -27.3% | +71.2% |
| All | +1,620.6% | +1,705.1% | -84.4% | +437.8% |
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