+1,356.0%
MOH vs SAN
+482.4%
+873.5%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.8% |
| 7D | -4.2% | -0.5% | -3.7% | -4.1% |
| 30D | -2.4% | -0.1% | -2.3% | -2.4% |
| 3M | -4.4% | +19.6% | -24.0% | -9.0% |
| 6M | +32.9% | +32.7% | +0.3% | +22.3% |
| YTD | +11.9% | +26.7% | -14.8% | +3.3% |
| 1Y | +6.9% | +51.6% | -44.7% | -6.1% |
| 3Y | -39.4% | +348.7% | -388.2% | -61.8% |
| 5Y | -25.0% | +378.7% | -403.7% | -55.5% |
| 10Y | +244.9% | +336.9% | -92.1% | +94.0% |
| All | +1,356.0% | +482.4% | +873.5% | +635.9% |
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 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