+938.2%
MU vs SAN
+294.0%
+644.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.7% | -3.2% | -2.9% |
| 7D | +12.8% | +4.0% | +8.8% | +10.4% |
| 30D | -14.9% | -7.8% | -7.0% | -11.7% |
| 3M | -18.0% | -16.4% | -1.7% | -10.6% |
| 6M | -3.1% | +3.5% | -6.7% | -5.6% |
| YTD | +172.9% | +6.7% | +166.2% | +159.8% |
| 1Y | +228.8% | +14.5% | +214.4% | +201.8% |
| 3Y | +950.8% | +243.5% | +707.3% | +462.4% |
| All | +938.2% | +294.0% | +644.2% | +392.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling