-11.5%
MTZ vs SAN
+16.7%
-28.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -2.2% | +11.8% | +10.0% |
| 7D | -6.4% | +4.9% | -11.3% | -7.9% |
| 30D | -22.1% | -13.0% | -9.1% | -18.4% |
| 3M | -32.7% | -18.9% | -13.8% | -27.9% |
| 6M | -59.8% | -4.1% | -55.7% | -59.4% |
| YTD | -19.9% | +2.6% | -22.5% | -23.8% |
| 1Y | -11.5% | +16.9% | -28.4% | -18.1% |
| All | -11.5% | +16.7% | -28.2% | -18.1% |
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