+14,639.2%
MO vs SAN
+2,079.3%
+12,559.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | -0.2% |
| 7D | -2.4% | -0.5% | -1.9% | -2.3% |
| 30D | +3.6% | -0.1% | +3.7% | +3.6% |
| 3M | -3.7% | +19.6% | -23.4% | -6.5% |
| 6M | +4.5% | +32.7% | -28.2% | -0.5% |
| YTD | +21.5% | +26.7% | -5.2% | +16.1% |
| 1Y | +9.5% | +51.6% | -42.1% | +1.6% |
| 3Y | +93.6% | +348.7% | -255.2% | +49.5% |
| 5Y | +97.5% | +378.7% | -281.2% | +48.0% |
| 10Y | +111.2% | +336.9% | -225.8% | +54.3% |
| All | +14,639.2% | +2,079.3% | +12,559.9% | +7,006.9% |
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