+779.7%
MSCI vs SAN
+267.2%
+512.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +6.1% | -5.3% | -1.0% |
| 7D | +1.5% | +8.7% | -7.3% | -1.1% |
| 30D | +14.4% | -6.5% | +20.9% | +16.4% |
| 3M | +15.2% | -14.2% | +29.4% | +20.1% |
| 6M | +11.2% | +2.7% | +8.5% | +9.3% |
| YTD | +13.9% | +8.9% | +5.1% | +8.8% |
| 1Y | +12.5% | +23.4% | -10.9% | +3.1% |
| 3Y | +32.3% | +257.9% | -225.7% | -15.8% |
| 5Y | +4.9% | +297.8% | -292.9% | -37.2% |
| 10Y | +779.7% | +259.6% | +520.1% | +443.8% |
| All | +779.7% | +267.2% | +512.5% | +443.8% |
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 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