+30.9%
MSFU vs SAN
+235.5%
-204.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.2% | +0.4% | -1.0% |
| 7D | +2.5% | +4.9% | -2.5% | +0.7% |
| 30D | -1.3% | -13.0% | +11.7% | +4.0% |
| 3M | +8.6% | -18.9% | +27.5% | +17.6% |
| 6M | +48.4% | -4.1% | +52.5% | +51.6% |
| YTD | +1.6% | +2.6% | -1.0% | +0.5% |
| 1Y | -5.8% | +16.9% | -22.7% | -11.0% |
| 3Y | +30.9% | +239.1% | -208.1% | -6.0% |
| All | +30.9% | +235.5% | -204.6% | -6.0% |
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