+661.2%
MU vs SAN
+53.7%
+607.5%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.2% | +4.0% | +3.7% |
| 7D | +7.5% | -0.5% | +8.0% | +7.8% |
| 30D | +19.4% | -0.1% | +19.4% | +19.2% |
| 3M | +9.8% | +19.6% | -9.8% | -4.4% |
| 6M | +164.1% | +32.7% | +131.5% | +115.6% |
| YTD | +260.3% | +26.7% | +233.6% | +192.9% |
| 1Y | +661.2% | +51.6% | +609.5% | +429.6% |
| All | +661.2% | +53.7% | +607.5% | +429.6% |
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