-44.8%
MP vs SAN
+14.7%
-59.5%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.2% | +7.2% | +6.0% |
| 7D | -10.5% | +4.9% | -15.4% | -12.9% |
| 30D | -23.5% | -13.0% | -10.5% | -18.0% |
| 3M | -25.4% | -18.9% | -6.6% | -17.2% |
| 6M | -51.3% | -4.1% | -47.1% | -50.0% |
| YTD | -29.9% | +2.6% | -32.5% | -35.2% |
| All | -44.8% | +14.7% | -59.5% | -51.4% |
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