-87.5%
MSTU vs SAN
+207.5%
-295.1%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.2% | -4.2% | -3.9% |
| 7D | +12.9% | -0.5% | +13.4% | +14.5% |
| 30D | +68.3% | -0.1% | +68.4% | +69.3% |
| 3M | +0.4% | +19.6% | -19.3% | -18.1% |
| 6M | -41.5% | +32.7% | -74.2% | -57.6% |
| YTD | -61.7% | +26.7% | -88.4% | -69.7% |
| 1Y | -93.7% | +51.6% | -145.3% | -96.0% |
| All | -87.5% | +207.5% | -295.1% | -95.9% |
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