+1,392.2%
MAS vs SAN
+2,116.5%
-724.3%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.8% | +2.6% | +2.1% |
| 7D | -0.8% | +1.8% | -2.5% | -1.4% |
| 30D | -5.6% | +2.0% | -7.5% | -6.3% |
| 3M | +4.4% | +19.7% | -15.3% | -2.3% |
| 6M | +7.2% | +30.6% | -23.4% | -3.1% |
| YTD | +16.1% | +28.8% | -12.7% | +4.8% |
| 1Y | +0.1% | +57.8% | -57.7% | -16.4% |
| 3Y | +28.3% | +338.1% | -309.8% | -28.4% |
| 5Y | +30.5% | +384.2% | -353.8% | -32.5% |
| 10Y | +139.1% | +353.1% | -214.0% | +14.6% |
| All | +1,392.2% | +2,116.5% | -724.3% | +334.2% |
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 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