+161.8%
MS vs SAN
+243.2%
-81.4%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.5% | -5.4% | -5.7% |
| 7D | -3.4% | +3.5% | -6.9% | -4.7% |
| 30D | -3.9% | -13.2% | +9.3% | +1.5% |
| 3M | -15.9% | -16.9% | +1.0% | -9.6% |
| 6M | -2.5% | +2.3% | -4.8% | -3.7% |
| YTD | +5.1% | +4.9% | +0.2% | +2.1% |
| 1Y | +13.0% | +20.4% | -7.5% | +3.9% |
| All | +161.8% | +243.2% | -81.4% | +63.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling