+277.5%
MP vs SAN
+535.5%
-258.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +6.1% | +0.5% | +4.0% |
| 7D | -1.6% | +8.7% | -10.3% | -5.3% |
| 30D | -18.2% | -6.5% | -11.7% | -16.0% |
| 3M | -26.1% | -14.2% | -12.0% | -21.3% |
| 6M | -44.0% | +2.7% | -46.7% | -44.8% |
| YTD | -25.3% | +8.9% | -34.1% | -28.8% |
| 1Y | -35.6% | +23.4% | -59.0% | -41.8% |
| 3Y | +147.1% | +257.9% | -110.9% | +31.7% |
| 5Y | -11.3% | +297.8% | -309.0% | -57.4% |
| All | +277.5% | +535.5% | -258.0% | +63.2% |
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