+492.6%
MTZ vs SAN
+267.2%
+225.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +6.1% | +2.5% | +5.6% |
| 7D | -2.4% | +8.7% | -11.2% | -6.9% |
| 30D | -11.1% | -6.5% | -4.6% | -9.0% |
| 3M | -30.6% | -14.2% | -16.4% | -26.2% |
| 6M | -54.4% | +2.7% | -57.1% | -55.7% |
| YTD | -13.0% | +8.9% | -21.9% | -19.2% |
| 1Y | -5.7% | +23.4% | -29.1% | -17.8% |
| 3Y | +297.2% | +257.9% | +39.2% | +97.8% |
| 5Y | +95.9% | +297.8% | -201.9% | -12.2% |
| 10Y | +492.6% | +259.6% | +233.0% | +169.0% |
| All | +492.6% | +267.2% | +225.4% | +169.0% |
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