+380.3%
MCO vs SAN
+357.1%
+23.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.3% | -0.6% | +0.9% |
| 7D | -3.8% | +0.2% | -4.0% | -3.8% |
| 30D | -0.4% | +0.9% | -1.3% | -0.7% |
| 3M | +7.7% | +19.1% | -11.4% | +1.8% |
| 6M | +7.0% | +33.2% | -26.2% | -3.0% |
| YTD | -6.4% | +29.1% | -35.5% | -14.7% |
| 1Y | -7.6% | +50.2% | -57.9% | -20.2% |
| 3Y | +43.2% | +351.0% | -307.8% | -15.2% |
| 5Y | +29.6% | +394.7% | -365.1% | -28.3% |
| All | +380.3% | +357.1% | +23.2% | +160.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling