+542.0%
MS vs SAN
+270.1%
+271.9%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.4% |
| 7D | +5.1% | +4.0% | +1.1% | +2.8% |
| 30D | +5.7% | -7.8% | +13.5% | +10.0% |
| 3M | -12.2% | -16.4% | +4.2% | -3.9% |
| 6M | -0.5% | +3.5% | -4.0% | -3.3% |
| YTD | +9.8% | +6.7% | +3.1% | +3.7% |
| 1Y | +17.7% | +14.5% | +3.2% | +6.7% |
| 3Y | +176.8% | +243.5% | -66.7% | +30.5% |
| 5Y | +123.7% | +296.2% | -172.5% | -7.7% |
| All | +542.0% | +270.1% | +271.9% | +172.7% |
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