+8.4%
MOH vs SAN
+51.4%
-43.1%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.3% | -0.3% | +2.2% |
| 7D | +1.7% | +0.2% | +1.5% | +1.7% |
| 30D | -0.9% | +0.9% | -1.8% | -0.8% |
| 3M | +5.7% | +19.1% | -13.4% | +8.0% |
| 6M | +39.1% | +33.2% | +5.9% | +44.2% |
| YTD | +17.7% | +29.1% | -11.4% | +19.2% |
| 1Y | +8.4% | +50.2% | -41.9% | +8.8% |
| All | +8.4% | +51.4% | -43.1% | +8.8% |
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 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