+145,627.6%
MSFT vs SAN
+1,772.7%
+143,854.9%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +6.1% | -3.4% | +1.0% |
| 7D | +7.5% | +8.7% | -1.2% | +4.9% |
| 30D | +1.9% | -6.5% | +8.4% | +3.7% |
| 3M | +9.2% | -14.2% | +23.4% | +13.9% |
| 6M | +31.9% | +2.7% | +29.1% | +30.2% |
| YTD | +13.4% | +8.9% | +4.6% | +9.1% |
| 1Y | +10.6% | +23.4% | -12.7% | +2.5% |
| 3Y | +54.7% | +257.9% | -203.3% | +2.6% |
| 5Y | +69.1% | +297.8% | -228.7% | +5.8% |
| 10Y | +920.4% | +259.6% | +660.8% | +511.5% |
| All | +145,627.6% | +1,772.7% | +143,854.9% | +49,972.4% |
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 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