+52.3%
MSFT vs SAN
+235.5%
-183.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.3% | -0.5% |
| 7D | +1.7% | +4.9% | -3.2% | +0.7% |
| 30D | +0.2% | -13.0% | +13.1% | +2.8% |
| 3M | +6.4% | -18.9% | +25.2% | +10.6% |
| 6M | +28.7% | -4.1% | +32.8% | +29.8% |
| YTD | +10.4% | +2.6% | +7.8% | +9.6% |
| 1Y | +7.6% | +16.9% | -9.3% | +4.2% |
| 3Y | +52.3% | +239.1% | -186.7% | +26.4% |
| All | +52.3% | +235.5% | -183.2% | +26.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling