+110.9%
MO vs SAN
+357.1%
-246.2%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.3% | -2.0% | -0.1% |
| 7D | +0.1% | +0.2% | -0.1% | +0.1% |
| 30D | +7.1% | +0.9% | +6.2% | +7.0% |
| 3M | -2.0% | +19.1% | -21.1% | -5.0% |
| 6M | +7.3% | +33.2% | -25.9% | +1.5% |
| YTD | +23.5% | +29.1% | -5.7% | +17.0% |
| 1Y | +11.0% | +50.2% | -39.2% | +2.1% |
| 3Y | +95.0% | +351.0% | -256.0% | +41.4% |
| 5Y | +100.6% | +394.7% | -294.0% | +38.6% |
| All | +110.9% | +357.1% | -246.2% | +38.7% |
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