+1,544.7%
MOD vs SAN
+1,705.1%
-160.4%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -0.5% | -6.8% | -7.0% |
| 7D | -34.2% | +3.5% | -37.6% | -36.1% |
| 30D | -51.9% | -13.2% | -38.7% | -48.8% |
| 3M | -53.0% | -16.9% | -36.1% | -48.9% |
| 6M | -66.4% | +2.3% | -68.7% | -67.1% |
| YTD | -31.5% | +4.9% | -36.5% | -34.1% |
| 1Y | -39.6% | +20.4% | -60.0% | -45.8% |
| 3Y | +116.8% | +243.2% | -126.4% | +9.7% |
| 5Y | +713.8% | +275.3% | +438.5% | +284.7% |
| 10Y | +882.7% | +254.0% | +628.7% | +356.4% |
| All | +1,544.7% | +1,705.1% | -160.4% | +405.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling