+2,417.1%
MSCI vs SAN
+103.7%
+2,313.4%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | 0.0% |
| 7D | +0.4% | +1.8% | -1.4% | -0.2% |
| 30D | +0.6% | +2.0% | -1.4% | -0.2% |
| 3M | -7.1% | +19.7% | -26.8% | -13.4% |
| 6M | +0.8% | +30.6% | -29.8% | -9.7% |
| YTD | +1.0% | +28.8% | -27.9% | -9.6% |
| 1Y | +4.3% | +57.8% | -53.5% | -13.6% |
| 3Y | +9.9% | +338.1% | -328.2% | -39.4% |
| 5Y | -6.8% | +384.2% | -391.0% | -51.7% |
| 10Y | +614.7% | +353.1% | +261.5% | +242.1% |
| All | +2,417.1% | +103.7% | +2,313.4% | +1,317.2% |
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