+906.4%
MOD vs SAN
+236.7%
+669.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.2% | +8.0% | +7.1% |
| 7D | -25.5% | +4.9% | -30.5% | -28.8% |
| 30D | -49.0% | -13.0% | -36.0% | -45.2% |
| 3M | -49.8% | -18.9% | -30.9% | -43.8% |
| 6M | -64.8% | -4.1% | -60.6% | -64.3% |
| YTD | -27.6% | +2.6% | -30.2% | -30.1% |
| 1Y | -35.2% | +16.9% | -52.1% | -42.1% |
| 3Y | +137.1% | +239.1% | -101.9% | +6.8% |
| 5Y | +760.3% | +266.8% | +493.4% | +257.3% |
| All | +906.4% | +236.7% | +669.6% | +344.1% |
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