+885.0%
MSFT vs SAN
+329.5%
+555.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.1% |
| 7D | -1.0% | -0.5% | -0.6% | -0.9% |
| 30D | -2.7% | -0.1% | -2.6% | -2.7% |
| 3M | +22.1% | +19.6% | +2.5% | +16.2% |
| 6M | +20.6% | +32.7% | -12.1% | +11.1% |
| YTD | +2.3% | +26.7% | -24.4% | -5.0% |
| 1Y | -0.5% | +51.6% | -52.2% | -12.3% |
| 3Y | +50.5% | +348.7% | -298.2% | -4.7% |
| 5Y | +72.3% | +378.7% | -306.4% | +3.4% |
| 10Y | +885.0% | +336.9% | +548.1% | +490.0% |
| All | +885.0% | +329.5% | +555.5% | +490.0% |
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