+2,781.3%
MSCI vs SAN
+65.9%
+2,715.4%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.2% | -2.6% |
| 7D | +6.0% | +3.5% | +2.6% | +4.7% |
| 30D | +18.2% | -13.2% | +31.4% | +24.0% |
| 3M | +15.1% | -16.9% | +32.1% | +22.5% |
| 6M | +13.7% | +2.3% | +11.4% | +11.5% |
| YTD | +15.6% | +4.9% | +10.7% | +10.9% |
| 1Y | +16.3% | +20.4% | -4.1% | +5.9% |
| 3Y | +36.9% | +243.2% | -206.3% | -17.7% |
| 5Y | +6.3% | +275.3% | -269.0% | -39.7% |
| 10Y | +823.0% | +254.0% | +569.0% | +383.3% |
| All | +2,781.3% | +65.9% | +2,715.4% | +1,639.2% |
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