+839.8%
MOD vs SAN
+275.0%
+564.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.6% | +4.1% | +3.9% |
| 7D | +8.2% | +3.4% | +4.8% | +6.1% |
| 30D | -38.2% | -6.3% | -31.9% | -36.5% |
| 3M | -46.2% | -14.1% | -32.1% | -41.7% |
| 6M | -62.5% | +4.2% | -66.7% | -63.9% |
| YTD | -20.1% | +9.0% | -29.1% | -25.6% |
| 1Y | -29.7% | +18.8% | -48.4% | -37.8% |
| 3Y | +136.2% | +252.0% | -115.8% | +3.3% |
| 5Y | +820.4% | +299.5% | +520.9% | +259.9% |
| 10Y | +839.8% | +276.7% | +563.2% | +263.5% |
| All | +839.8% | +275.0% | +564.8% | +263.5% |
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