+72.2%
MSFU vs SAN
+639.2%
-567.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.9% | -2.1% |
| 7D | -3.2% | +3.3% | -6.5% | -4.4% |
| 30D | -3.1% | +1.1% | -4.2% | -3.6% |
| 3M | +35.3% | +22.2% | +13.1% | +25.2% |
| 6M | +31.6% | +36.0% | -4.4% | +16.2% |
| YTD | -9.5% | +28.2% | -37.8% | -18.7% |
| 1Y | -18.4% | +54.1% | -72.5% | -32.1% |
| 3Y | +26.9% | +354.2% | -327.3% | -33.2% |
| All | +72.2% | +639.2% | -567.0% | -37.8% |
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