-85.6%
MSTU vs SAN
+212.8%
-298.3%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.8% | -2.4% | -2.1% |
| 7D | +21.3% | +1.8% | +19.6% | +19.3% |
| 30D | +90.8% | +2.0% | +88.8% | +86.8% |
| 3M | -6.8% | +19.7% | -26.5% | -24.0% |
| 6M | -39.8% | +30.6% | -70.5% | -55.5% |
| YTD | -55.7% | +28.8% | -84.5% | -65.7% |
| 1Y | -92.7% | +57.8% | -150.4% | -95.6% |
| All | -85.6% | +212.8% | -298.3% | -95.3% |
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