+5,778.3%
MU vs SAN
+338.5%
+5,439.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.3% |
| 7D | +7.2% | +3.3% | +3.8% | +5.2% |
| 30D | +14.0% | +1.1% | +12.9% | +13.2% |
| 3M | +5.4% | +22.2% | -16.8% | -5.2% |
| 6M | +170.3% | +36.0% | +134.3% | +130.0% |
| YTD | +250.7% | +28.2% | +222.4% | +206.3% |
| 1Y | +662.1% | +54.1% | +608.0% | +505.8% |
| 3Y | +1,341.2% | +354.2% | +987.0% | +547.2% |
| 5Y | +1,319.3% | +387.3% | +932.1% | +487.5% |
| 10Y | +5,778.3% | +334.8% | +5,443.5% | +2,459.7% |
| All | +5,778.3% | +338.5% | +5,439.8% | +2,459.7% |
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