-92.4%
MSTU vs SAN
+159.0%
-251.4%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.7% | -5.7% | -5.8% |
| 7D | -25.8% | +4.0% | -29.8% | -29.8% |
| 30D | -43.9% | -7.8% | -36.0% | -37.5% |
| 3M | +2.9% | -16.4% | +19.3% | +29.3% |
| 6M | -75.5% | +3.5% | -79.0% | -76.0% |
| YTD | -76.7% | +6.7% | -83.4% | -77.2% |
| 1Y | -88.9% | +14.5% | -103.4% | -90.1% |
| All | -92.4% | +159.0% | -251.4% | -96.9% |
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