-15.0%
MP vs SAN
+58.9%
-74.0%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.8% | +2.2% | +1.8% |
| 7D | -2.9% | +1.8% | -4.6% | -3.7% |
| 30D | +13.8% | +2.0% | +11.8% | +12.6% |
| 3M | -16.7% | +19.7% | -36.4% | -23.5% |
| 6M | -11.5% | +30.6% | -42.1% | -22.7% |
| YTD | +7.9% | +28.8% | -20.9% | -9.1% |
| 1Y | -15.0% | +57.8% | -72.8% | -30.4% |
| All | -15.0% | +58.9% | -74.0% | -30.4% |
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