+261.9%
MOH vs SAN
+357.1%
-95.2%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.3% | -0.3% | +1.6% |
| 7D | +1.7% | +0.2% | +1.5% | +1.7% |
| 30D | -0.9% | +0.9% | -1.8% | -1.1% |
| 3M | +5.7% | +19.1% | -13.4% | +2.6% |
| 6M | +39.1% | +33.2% | +5.9% | +31.9% |
| YTD | +17.7% | +29.1% | -11.4% | +11.5% |
| 1Y | +8.4% | +50.2% | -41.9% | -0.4% |
| 3Y | -36.6% | +351.0% | -387.6% | -54.3% |
| 5Y | -19.1% | +394.7% | -413.8% | -44.7% |
| All | +261.9% | +357.1% | -95.2% | +117.8% |
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