+1,682.0%
MAS vs SAN
+1,714.1%
-32.1%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +6.4% | -0.8% | +3.3% |
| 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% | +19.9% |
| 6M | +27.9% | +5.8% | +22.1% | +24.6% |
| YTD | +38.7% | +5.5% | +33.2% | +34.2% |
| 1Y | +40.4% | +23.6% | +16.8% | +28.0% |
| 3Y | +66.1% | +244.9% | -178.8% | +0.9% |
| 5Y | +47.4% | +282.2% | -234.8% | -16.7% |
| 10Y | +238.3% | +255.8% | -17.4% | +77.0% |
| All | +1,682.0% | +1,714.1% | -32.1% | +456.0% |
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 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