+3,874.2%
MSI vs SAN
+2,116.5%
+1,757.7%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.6% |
| 7D | -3.7% | +1.8% | -5.5% | -4.3% |
| 30D | +6.8% | +2.0% | +4.8% | +6.0% |
| 3M | +14.3% | +19.7% | -5.4% | +7.1% |
| 6M | -1.6% | +30.6% | -32.2% | -11.1% |
| YTD | +22.8% | +28.8% | -6.1% | +10.5% |
| 1Y | -1.1% | +57.8% | -58.9% | -17.1% |
| 3Y | +70.5% | +338.1% | -267.7% | -2.7% |
| 5Y | +102.8% | +384.2% | -281.4% | +7.0% |
| 10Y | +597.4% | +353.1% | +244.3% | +240.6% |
| All | +3,874.2% | +2,116.5% | +1,757.7% | +1,099.6% |
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 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