-6.0%
MTZ vs SAN
+21.7%
-27.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +6.1% | +2.5% | +7.1% |
| 7D | -2.4% | +8.7% | -11.2% | -4.7% |
| 30D | -11.1% | -6.5% | -4.6% | -8.6% |
| 3M | -30.6% | -14.2% | -16.4% | -26.6% |
| 6M | -54.4% | +2.7% | -57.1% | -54.6% |
| YTD | -13.0% | +8.9% | -21.9% | -18.7% |
| All | -6.0% | +21.7% | -27.7% | -14.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling