+22.2%
MSFU vs SAN
+247.1%
-224.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.1% |
| 7D | -2.8% | +4.0% | -6.8% | -4.3% |
| 30D | -5.3% | -7.8% | +2.5% | -2.5% |
| 3M | +7.2% | -16.4% | +23.6% | +14.6% |
| 6M | +51.0% | +3.5% | +47.5% | +49.9% |
| YTD | -1.2% | +6.7% | -7.9% | -3.8% |
| 1Y | -10.3% | +14.5% | -24.8% | -14.9% |
| 3Y | +22.2% | +243.5% | -221.3% | -11.7% |
| All | +22.2% | +247.1% | -224.9% | -11.7% |
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