+349.5%
MTUM vs SAN
+357.1%
-7.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.3% | -1.0% | +0.6% |
| 7D | +0.7% | +0.2% | +0.5% | +0.7% |
| 30D | -2.4% | +0.9% | -3.4% | -2.7% |
| 3M | -3.6% | +19.1% | -22.8% | -8.4% |
| 6M | +23.7% | +33.2% | -9.5% | +13.8% |
| YTD | +22.9% | +29.1% | -6.2% | +13.7% |
| 1Y | +21.8% | +50.2% | -28.5% | +7.9% |
| 3Y | +114.4% | +351.0% | -236.6% | +39.2% |
| 5Y | +79.6% | +394.7% | -315.1% | +10.4% |
| All | +349.5% | +357.1% | -7.6% | +178.2% |
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