+4,389.5%
MSI vs SAN
+1,787.7%
+2,601.8%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.4% |
| 7D | +7.4% | +10.8% | -3.3% | +3.7% |
| 30D | +18.7% | -5.7% | +24.5% | +20.7% |
| 3M | +14.5% | -13.4% | +27.9% | +19.4% |
| 6M | +38.1% | +3.5% | +34.6% | +34.9% |
| YTD | +38.7% | +9.7% | +29.0% | +31.1% |
| 1Y | +35.4% | +20.9% | +14.5% | +23.7% |
| 3Y | +75.1% | +254.3% | -179.2% | +7.1% |
| 5Y | +126.4% | +304.2% | -177.8% | +26.8% |
| 10Y | +671.4% | +260.2% | +411.2% | +307.2% |
| All | +4,389.5% | +1,787.7% | +2,601.8% | +1,322.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling