+264.6%
MP vs SAN
+540.6%
-276.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.8% | -4.2% | -3.8% |
| 7D | -3.6% | +10.8% | -14.4% | -8.0% |
| 30D | -21.0% | -5.7% | -15.2% | -19.2% |
| 3M | -33.3% | -13.4% | -19.9% | -29.2% |
| 6M | -45.9% | +3.5% | -49.5% | -46.9% |
| YTD | -27.8% | +9.7% | -37.6% | -31.5% |
| 1Y | -43.2% | +20.9% | -64.1% | -48.3% |
| 3Y | +144.0% | +254.3% | -110.2% | +30.8% |
| 5Y | -6.1% | +304.2% | -310.3% | -55.1% |
| All | +264.6% | +540.6% | -276.0% | +57.1% |
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