+6,288.2%
MS vs SAN
+2,521.9%
+3,766.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.8% |
| 7D | +1.4% | +1.8% | -0.4% | +0.3% |
| 30D | -0.3% | +2.0% | -2.2% | -1.5% |
| 3M | +0.3% | +19.7% | -19.4% | -10.5% |
| 6M | +31.3% | +30.6% | +0.7% | +10.3% |
| YTD | +24.7% | +28.8% | -4.2% | +4.5% |
| 1Y | +47.9% | +57.8% | -9.9% | +8.9% |
| 3Y | +178.3% | +338.1% | -159.8% | +4.0% |
| 5Y | +144.9% | +384.2% | -239.3% | -19.2% |
| 10Y | +804.5% | +353.1% | +451.4% | +185.8% |
| All | +6,288.2% | +2,521.9% | +3,766.3% | +1,092.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling