+1,064.5%
MOD vs SAN
+270.1%
+794.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.9% | +0.7% | +27.2% | +27.5% |
| 7D | +40.4% | +4.0% | +36.4% | +37.3% |
| 30D | -14.0% | -7.8% | -6.2% | -10.7% |
| 3M | -33.3% | -16.4% | -17.0% | -26.5% |
| 6M | -51.4% | +3.5% | -54.9% | -53.0% |
| YTD | +1.6% | +6.7% | -5.1% | -4.0% |
| 1Y | +5.4% | +14.5% | -9.1% | -4.6% |
| 3Y | +191.0% | +243.5% | -52.5% | +29.3% |
| 5Y | +1,093.1% | +296.2% | +796.9% | +369.1% |
| All | +1,064.5% | +270.1% | +794.3% | +359.7% |
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