+578.8%
MS vs SAN
+267.2%
+311.6%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +6.1% | -3.0% | -0.2% |
| 7D | +0.7% | +8.7% | -8.0% | -3.8% |
| 30D | -0.9% | -6.5% | +5.6% | +2.3% |
| 3M | -13.0% | -14.2% | +1.2% | -6.1% |
| 6M | -2.0% | +2.7% | -4.7% | -4.3% |
| YTD | +7.8% | +8.9% | -1.1% | +0.7% |
| 1Y | +17.9% | +23.4% | -5.5% | +2.6% |
| 3Y | +174.8% | +257.9% | -83.2% | +26.9% |
| 5Y | +119.9% | +297.8% | -177.9% | -9.0% |
| 10Y | +578.8% | +259.6% | +319.2% | +194.7% |
| All | +578.8% | +267.2% | +311.6% | +194.7% |
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