-86.8%
MSTU vs SAN
+211.3%
-298.1%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -0.5% | -8.2% | -8.0% |
| 7D | +16.1% | +3.3% | +12.8% | +12.0% |
| 30D | +68.7% | +1.1% | +67.6% | +67.0% |
| 3M | -11.0% | +22.2% | -33.2% | -29.5% |
| 6M | -33.4% | +36.0% | -69.4% | -53.2% |
| YTD | -59.5% | +28.2% | -87.8% | -68.5% |
| 1Y | -93.4% | +54.1% | -147.5% | -95.9% |
| All | -86.8% | +211.3% | -298.1% | -95.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling