+595.0%
MSI vs SAN
+338.5%
+256.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -1.0% |
| 7D | -5.8% | +3.3% | -9.1% | -6.5% |
| 30D | -1.0% | +1.1% | -2.1% | -1.3% |
| 3M | +14.2% | +22.2% | -8.1% | +8.9% |
| 6M | +1.0% | +36.0% | -35.0% | -6.3% |
| YTD | +21.5% | +28.2% | -6.8% | +13.5% |
| 1Y | -2.1% | +54.1% | -56.3% | -12.5% |
| 3Y | +69.3% | +354.2% | -284.9% | +13.9% |
| 5Y | +99.3% | +387.3% | -288.0% | +27.2% |
| 10Y | +595.0% | +334.8% | +260.2% | +320.6% |
| All | +595.0% | +338.5% | +256.5% | +320.6% |
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