+55.0%
MSFT vs SAN
+358.9%
-303.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -1.9% |
| 7D | -2.7% | +1.8% | -4.5% | -3.0% |
| 30D | +2.7% | +2.0% | +0.7% | +2.3% |
| 3M | +17.0% | +19.7% | -2.8% | +13.1% |
| 6M | +23.8% | +30.6% | -6.8% | +17.5% |
| YTD | +4.0% | +28.8% | -24.9% | -1.3% |
| 1Y | -0.8% | +57.8% | -58.6% | -9.5% |
| All | +55.0% | +358.9% | -303.9% | +16.5% |
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