-88.4%
MSTU vs SAN
+206.5%
-294.9%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -0.3% | -6.5% | -6.3% |
| 7D | -22.0% | -2.8% | -19.2% | -19.0% |
| 30D | +60.3% | -0.5% | +60.8% | +62.3% |
| 3M | -3.7% | +22.7% | -26.4% | -23.8% |
| 6M | -45.2% | +28.8% | -74.0% | -58.7% |
| YTD | -64.3% | +26.3% | -90.6% | -71.6% |
| 1Y | -94.0% | +48.8% | -142.9% | -96.1% |
| All | -88.4% | +206.5% | -294.9% | -96.1% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling