-29.7%
MOD vs SAN
+19.5%
-49.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.6% | +4.1% | +3.9% |
| 7D | +8.2% | +3.4% | +4.8% | +5.9% |
| 30D | -38.2% | -6.3% | -31.9% | -35.0% |
| 3M | -46.2% | -14.1% | -32.1% | -39.5% |
| 6M | -62.5% | +4.2% | -66.7% | -63.9% |
| YTD | -20.1% | +9.0% | -29.1% | -31.4% |
| 1Y | -29.7% | +18.8% | -48.4% | -44.0% |
| All | -29.7% | +19.5% | -49.2% | -44.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling