+85.8%
MSFU vs SAN
+528.5%
-442.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.6% | -4.1% | -4.5% |
| 7D | -12.7% | +3.4% | -16.1% | -13.9% |
| 30D | -9.0% | -6.3% | -2.7% | -6.7% |
| 3M | +2.9% | -14.1% | +17.0% | +9.3% |
| 6M | +43.5% | +4.2% | +39.4% | +41.5% |
| YTD | -2.4% | +9.0% | -11.5% | -6.5% |
| 1Y | -13.5% | +18.8% | -32.3% | -20.0% |
| 3Y | +19.2% | +252.0% | -232.8% | -29.9% |
| All | +85.8% | +528.5% | -442.8% | -28.5% |
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 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