+922.9%
MSFT vs SAN
+255.1%
+667.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.8% | -3.0% | -2.4% |
| 7D | +2.3% | +10.8% | -8.4% | -0.5% |
| 30D | -0.4% | -5.7% | +5.4% | +1.1% |
| 3M | +5.6% | -13.4% | +19.0% | +9.5% |
| 6M | +29.0% | +3.5% | +25.4% | +27.2% |
| YTD | +10.9% | +9.7% | +1.2% | +6.8% |
| 1Y | +6.2% | +20.9% | -14.6% | -0.5% |
| 3Y | +47.6% | +254.3% | -206.7% | -0.2% |
| 5Y | +67.9% | +304.2% | -236.3% | +5.6% |
| 10Y | +922.9% | +260.2% | +662.6% | +571.9% |
| All | +922.9% | +255.1% | +667.8% | +571.9% |
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