-66.4%
MOD vs SAN
+3.5%
-69.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -0.5% | -6.8% | -7.0% |
| 7D | -34.2% | +3.5% | -37.6% | -35.3% |
| 30D | -51.9% | -13.2% | -38.7% | -45.3% |
| 3M | -53.0% | -16.9% | -36.1% | -44.6% |
| 6M | -66.4% | +2.3% | -68.7% | -67.9% |
| All | -66.4% | +3.5% | -69.8% | -67.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling